OverviewChartNewsTraderScreen

BNP Paribas Put 45 CARR 20.12.202.../  DE000PN2Q7H5  /

Frankfurt Zert./BNP
2024-07-09  9:50:21 PM Chg.+0.004 Bid9:55:21 PM Ask9:55:21 PM Underlying Strike price Expiration date Option type
0.043EUR +10.26% 0.043
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Carrier Global Corp 45.00 USD 2024-12-20 Put
 

Master data

WKN: PN2Q7H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Carrier Global Corp
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.05
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.26
Parity: -1.67
Time value: 0.09
Break-even: 40.64
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 127.50%
Delta: -0.10
Theta: -0.01
Omega: -6.09
Rho: -0.03
 

Quote data

Open: 0.040
High: 0.044
Low: 0.039
Previous Close: 0.039
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.69%
3 Months
  -60.91%
YTD
  -78.50%
1 Year
  -88.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.032
1M High / 1M Low: 0.054 0.032
6M High / 6M Low: 0.210 0.032
High (YTD): 2024-01-03 0.250
Low (YTD): 2024-07-03 0.032
52W High: 2023-10-26 0.580
52W Low: 2024-07-03 0.032
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   157.480
Avg. price 1Y:   0.222
Avg. volume 1Y:   78.431
Volatility 1M:   278.94%
Volatility 6M:   186.14%
Volatility 1Y:   154.25%
Volatility 3Y:   -