BNP Paribas Put 460 MUV2 15.11.2024
/ DE000PG4T818
BNP Paribas Put 460 MUV2 15.11.20.../ DE000PG4T818 /
07/10/2024 08:54:18 |
Chg.- |
Bid12:47:49 |
Ask12:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
- |
1.000 Bid Size: 12,500 |
1.040 Ask Size: 12,500 |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
15/11/2024 |
Put |
Master data
WKN: |
PG4T81 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
460.00 EUR |
Maturity: |
15/11/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.70 |
Time value: |
1.21 |
Break-even: |
447.90 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.09 |
Spread %: |
8.04% |
Delta: |
-0.40 |
Theta: |
-0.19 |
Omega: |
-15.39 |
Rho: |
-0.21 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+93.33% |
1 Month |
|
|
-39.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.300 |
1M High / 1M Low: |
1.030 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.665 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
387.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |