BNP Paribas Put 45 FIE 20.12.2024
/ DE000PN7DCA0
BNP Paribas Put 45 FIE 20.12.2024/ DE000PN7DCA0 /
| 23/07/2024 19:20:25 |
Chg.+0.030 |
Bid20:14:23 |
Ask20:14:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+7.69% |
0.410
Bid Size: 7,318 |
0.420
Ask Size: 7,143 |
FIELMANN GROUP AG O.... |
45.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PN7DCA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.28 |
| Time value: |
0.12 |
| Break-even: |
41.10 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-6.38 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-10.64% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
0.570 |
0.260 |
| High (YTD): |
08/03/2024 |
0.570 |
| Low (YTD): |
03/05/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.15% |
| Volatility 6M: |
|
107.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
