BNP Paribas Put 5000 GVDBF 20.06.2025
/ DE000PG2NF89
BNP Paribas Put 5000 GVDBF 20.06..../ DE000PG2NF89 /
| 2024-12-12 9:20:21 AM |
Chg.-0.17 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.35EUR |
-1.48% |
-
Bid Size: - |
-
Ask Size: - |
Givaudan SA |
5,000.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
PG2NF8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,000.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-12-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.81 |
| Intrinsic value: |
7.81 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
7.81 |
| Time value: |
3.11 |
| Break-even: |
3,908.00 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.18% |
| Delta: |
-0.59 |
| Theta: |
-1.44 |
| Omega: |
-2.29 |
| Rho: |
-17.50 |
Quote data
| Open: |
11.35 |
| High: |
11.35 |
| Low: |
11.35 |
| Previous Close: |
11.52 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+78.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.81 |
11.35 |
| 6M High / 6M Low: |
13.50 |
5.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
12.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.80% |
| Volatility 6M: |
|
77.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
