BNP Paribas Put 48 QIA 21.03.2025
/ DE000PG2NY11
BNP Paribas Put 48 QIA 21.03.2025/ DE000PG2NY11 /
07/10/2024 21:20:40 |
Chg.0.000 |
Bid21:38:09 |
Ask21:38:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
0.00% |
0.840 Bid Size: 5,600 |
0.920 Ask Size: 5,600 |
QIAGEN NV |
48.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
PG2NY1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
0.85 |
Time value: |
0.05 |
Break-even: |
39.00 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
9.76% |
Delta: |
-0.75 |
Theta: |
-0.01 |
Omega: |
-3.30 |
Rho: |
-0.18 |
Quote data
Open: |
0.830 |
High: |
0.850 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.51% |
1 Month |
|
|
+3.70% |
3 Months |
|
|
-16.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.700 |
1M High / 1M Low: |
0.840 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.753 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |