BNP Paribas Put 60 CARR 20.12.202.../  DE000PN7E1L9  /

Frankfurt Zert./BNP
6/28/2024  9:50:38 PM Chg.0.000 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.340
Bid Size: 19,900
0.350
Ask Size: 19,900
Carrier Global Corp 60.00 USD 12/20/2024 Put
 

Master data

WKN: PN7E1L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Carrier Global Corp
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.37
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -0.30
Time value: 0.34
Break-even: 52.63
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.03%
Delta: -0.34
Theta: -0.01
Omega: -5.85
Rho: -0.11
 

Quote data

Open: 0.330
High: 0.350
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+13.79%
3 Months
  -44.07%
YTD
  -52.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.390 0.270
6M High / 6M Low: 0.850 0.250
High (YTD): 4/19/2024 0.850
Low (YTD): 5/27/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.28%
Volatility 6M:   127.74%
Volatility 1Y:   -
Volatility 3Y:   -