BNP Paribas Put 45 FIE 20.12.2024
/ DE000PN7DCA0
BNP Paribas Put 45 FIE 20.12.2024/ DE000PN7DCA0 /
| 7/9/2024 12:07:55 PM |
Chg.+0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.460
Bid Size: 30,000 |
0.470
Ask Size: 30,000 |
FIELMANN GROUP AG O.... |
45.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.21 |
| Break-even: |
40.30 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-4.87 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.460 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
+48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.430 |
| 1M High / 1M Low: |
0.450 |
0.360 |
| 6M High / 6M Low: |
0.570 |
0.260 |
| High (YTD): |
3/8/2024 |
0.570 |
| Low (YTD): |
5/3/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.66% |
| Volatility 6M: |
|
104.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
