BNP Paribas Put 450 MUV2 18.10.2024
/ DE000PG4RMV1
BNP Paribas Put 450 MUV2 18.10.20.../ DE000PG4RMV1 /
9/4/2024 3:50:13 PM |
Chg.+0.050 |
Bid4:12:45 PM |
Ask4:12:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+20.00% |
0.310 Bid Size: 30,500 |
0.330 Ask Size: 30,500 |
MUENCH.RUECKVERS.VNA... |
450.00 EUR |
10/18/2024 |
Put |
Master data
WKN: |
PG4RMV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 EUR |
Maturity: |
10/18/2024 |
Issue date: |
7/24/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-150.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-4.52 |
Time value: |
0.33 |
Break-even: |
446.70 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.07 |
Spread %: |
26.92% |
Delta: |
-0.13 |
Theta: |
-0.11 |
Omega: |
-20.14 |
Rho: |
-0.08 |
Quote data
Open: |
0.280 |
High: |
0.300 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.23% |
1 Month |
|
|
-87.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.230 |
1M High / 1M Low: |
3.140 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |