BNP Paribas Put 60 CARR 20.12.2024
/ DE000PN7E1L9
BNP Paribas Put 60 CARR 20.12.202.../ DE000PN7E1L9 /
| 8/15/2024 9:50:37 PM |
Chg.-0.060 |
Bid9:53:22 PM |
Ask9:53:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-27.27% |
0.160
Bid Size: 26,100 |
0.170
Ask Size: 26,100 |
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: |
-25.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-0.52 |
| Time value: |
0.23 |
| Break-even: |
52.19 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-7.08 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.160 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.83% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
-76.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.220 |
| 1M High / 1M Low: |
0.380 |
0.160 |
| 6M High / 6M Low: |
0.850 |
0.160 |
| High (YTD): |
4/19/2024 |
0.850 |
| Low (YTD): |
7/16/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.56% |
| Volatility 6M: |
|
171.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
