BNP Paribas Put 55 NAQ 20.12.2024
/ DE000PE89H20
BNP Paribas Put 55 NAQ 20.12.2024/ DE000PE89H20 /
17/07/2024 21:50:27 |
Chg.+0.001 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+1.19% |
0.084 Bid Size: 31,600 |
0.094 Ask Size: 31,600 |
NASDAQ INC. DL... |
55.00 - |
20/12/2024 |
Put |
Master data
WKN: |
PE89H2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NASDAQ INC. DL -,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-59.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.17 |
Parity: |
-0.31 |
Time value: |
0.10 |
Break-even: |
54.03 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
11.49% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-14.64 |
Rho: |
-0.06 |
Quote data
Open: |
0.087 |
High: |
0.090 |
Low: |
0.082 |
Previous Close: |
0.084 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
-57.50% |
3 Months |
|
|
-66.00% |
YTD |
|
|
-75.00% |
1 Year |
|
|
-87.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.084 |
1M High / 1M Low: |
0.200 |
0.084 |
6M High / 6M Low: |
0.400 |
0.084 |
High (YTD): |
05/01/2024 |
0.420 |
Low (YTD): |
16/07/2024 |
0.084 |
52W High: |
03/10/2023 |
0.920 |
52W Low: |
16/07/2024 |
0.084 |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.239 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.426 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
113.13% |
Volatility 6M: |
|
119.19% |
Volatility 1Y: |
|
103.95% |
Volatility 3Y: |
|
- |