BNP Paribas Put 40 KHC 20.12.2024
/ DE000PN63ST6
BNP Paribas Put 40 KHC 20.12.2024/ DE000PN63ST6 /
| 8/2/2024 9:50:36 PM |
Chg.-0.070 |
Bid9:54:57 PM |
Ask9:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-14.29% |
0.430
Bid Size: 30,900 |
0.440
Ask Size: 30,900 |
Kraft Heinz Company |
40.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN63ST |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/14/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.08 |
| Break-even: |
32.26 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-4.91 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.510 |
| Low: |
0.420 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.38% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.420 |
| 1M High / 1M Low: |
0.760 |
0.420 |
| 6M High / 6M Low: |
0.760 |
0.320 |
| High (YTD): |
7/10/2024 |
0.760 |
| Low (YTD): |
4/30/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.26% |
| Volatility 6M: |
|
101.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
