BNP Paribas Put 500 MUV2 15.11.2024
/ DE000PG4T834
BNP Paribas Put 500 MUV2 15.11.20.../ DE000PG4T834 /
07/10/2024 08:54:18 |
Chg.- |
Bid11:46:33 |
Ask11:46:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.41EUR |
- |
3.39 Bid Size: 12,500 |
3.47 Ask Size: 12,500 |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
15/11/2024 |
Put |
Master data
WKN: |
PG4T83 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 EUR |
Maturity: |
15/11/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.34 |
Intrinsic value: |
3.30 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
3.30 |
Time value: |
0.36 |
Break-even: |
463.40 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.13 |
Spread %: |
3.68% |
Delta: |
-0.76 |
Theta: |
-0.13 |
Omega: |
-9.74 |
Rho: |
-0.41 |
Quote data
Open: |
2.41 |
High: |
2.41 |
Low: |
2.41 |
Previous Close: |
2.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.77% |
1 Month |
|
|
-2.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.71 |
1.62 |
1M High / 1M Low: |
2.80 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |