BNP Paribas Put 40 KHC 20.06.2025
/ DE000PN63SZ3
BNP Paribas Put 40 KHC 20.06.2025/ DE000PN63SZ3 /
| 2024-08-02 9:50:26 PM |
Chg.-0.050 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-8.93% |
0.520
Bid Size: 36,500 |
0.530
Ask Size: 36,500 |
Kraft Heinz Company |
40.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
PN63SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.17 |
| Break-even: |
31.36 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-3.38 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-31.08% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-3.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.510 |
| 1M High / 1M Low: |
0.780 |
0.510 |
| 6M High / 6M Low: |
0.780 |
0.400 |
| High (YTD): |
2024-07-10 |
0.780 |
| Low (YTD): |
2024-04-30 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.85% |
| Volatility 6M: |
|
83.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
