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BNP Paribas Put 40 KHC 20.06.2025/  DE000PN63SZ3  /

Frankfurt Zert./BNP
9/9/2024  9:50:26 PM Chg.0.000 Bid9:54:50 PM Ask9:54:50 PM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.470
Bid Size: 35,500		 0.480
Ask Size: 35,500		 Kraft Heinz Company 40.00 USD 6/20/2025 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: 6/20/2025
Issue date: 8/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.60
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.38
Time value: 0.11
Break-even: 31.18
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.58
Theta: 0.00
Omega: -3.84
Rho: -0.18
 

Quote data

Open: 0.480
High: 0.490
Low: 0.460
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -14.29%
3 Months
  -20.00%
YTD
  -9.43%
1 Year
  -36.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.640 0.460
6M High / 6M Low: 0.780 0.400
High (YTD): 7/10/2024 0.780
Low (YTD): 4/30/2024 0.400
52W High: 10/12/2023 0.950
52W Low: 4/30/2024 0.400
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   0.612
Avg. volume 1Y:   0.000
Volatility 1M:   84.59%
Volatility 6M:   84.20%
Volatility 1Y:   75.41%
Volatility 3Y:   -