BNP Paribas Put 460 MUV2 16.08.2024
/ DE000PG2NV71
BNP Paribas Put 460 MUV2 16.08.20.../ DE000PG2NV71 /
| 29/07/2024 18:20:25 |
Chg.+0.150 |
Bid18:25:08 |
Ask18:25:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+12.82% |
1.330
Bid Size: 2,256 |
1.420
Ask Size: 2,113 |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
PG2NV7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-36.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.47 |
| Time value: |
0.77 |
| Break-even: |
447.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.09 |
| Spread %: |
7.83% |
| Delta: |
-0.55 |
| Theta: |
-0.26 |
| Omega: |
-20.14 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.090 |
| High: |
1.380 |
| Low: |
0.950 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.58% |
| 1 Month |
|
|
+45.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.170 |
| 1M High / 1M Low: |
1.910 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
