BNP Paribas Put 460 MUV2 16.08.2024
/ DE000PG2NV71
BNP Paribas Put 460 MUV2 16.08.20.../ DE000PG2NV71 /
2024-08-02 10:09:15 AM |
Chg.+0.92 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.30EUR |
+66.67% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
2024-08-16 |
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: |
2024-08-16 |
Issue date: |
2024-06-14 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
1.73 |
Time value: |
0.13 |
Break-even: |
441.40 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
4.49% |
Delta: |
-0.81 |
Theta: |
-0.14 |
Omega: |
-19.19 |
Rho: |
-0.14 |
Quote data
Open: |
2.30 |
High: |
2.30 |
Low: |
2.30 |
Previous Close: |
1.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+65.47% |
1 Month |
|
|
+34.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.30 |
1.01 |
1M High / 1M Low: |
2.30 |
0.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.37 |
Avg. volume 1M: |
|
86.96 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
420.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |