BNP Paribas Put 500 MUV2 17.12.2027
/ DE000PG46L65
BNP Paribas Put 500 MUV2 17.12.20.../ DE000PG46L65 /
| 2024-11-15 8:09:52 AM |
Chg.-0.16 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.81EUR |
-1.60% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PG46L6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
2.79 |
| Time value: |
7.11 |
| Break-even: |
401.00 |
| Moneyness: |
1.06 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.13 |
| Spread %: |
1.33% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-1.72 |
| Rho: |
-8.29 |
Quote data
| Open: |
9.81 |
| High: |
9.81 |
| Low: |
9.81 |
| Previous Close: |
9.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.87% |
| 1 Month |
|
|
+17.06% |
| 3 Months |
|
|
-7.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.97 |
9.36 |
| 1M High / 1M Low: |
10.02 |
8.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
