BNP Paribas Put 55 NAQ 20.12.2024
/ DE000PE89H20
BNP Paribas Put 55 NAQ 20.12.2024/ DE000PE89H20 /
27/09/2024 08:33:55 |
Chg.+0.002 |
Bid18:56:47 |
Ask18:56:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.022EUR |
+10.00% |
0.024 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
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: |
-71.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
-0.99 |
Time value: |
0.09 |
Break-even: |
54.09 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.08 |
Spread %: |
600.00% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-10.17 |
Rho: |
-0.02 |
Quote data
Open: |
0.022 |
High: |
0.022 |
Low: |
0.022 |
Previous Close: |
0.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-29.03% |
3 Months |
|
|
-86.25% |
YTD |
|
|
-93.53% |
1 Year |
|
|
-97.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.016 |
1M High / 1M Low: |
0.034 |
0.016 |
6M High / 6M Low: |
0.250 |
0.016 |
High (YTD): |
05/01/2024 |
0.420 |
Low (YTD): |
24/09/2024 |
0.016 |
52W High: |
03/10/2023 |
0.930 |
52W Low: |
24/09/2024 |
0.016 |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.298 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.23% |
Volatility 6M: |
|
217.04% |
Volatility 1Y: |
|
166.15% |
Volatility 3Y: |
|
- |