BNP Paribas Put 600 EMSN 20.12.2024
/ DE000PN76N00
BNP Paribas Put 600 EMSN 20.12.20.../ DE000PN76N00 /
| 26/07/2024 10:11:52 |
Chg.-0.002 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
600.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN76N0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-1.25 |
| Time value: |
0.08 |
| Break-even: |
617.34 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
26.56% |
| Delta: |
-0.12 |
| Theta: |
-0.08 |
| Omega: |
-10.72 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-78.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.064 |
| 1M High / 1M Low: |
0.084 |
0.049 |
| 6M High / 6M Low: |
0.450 |
0.049 |
| High (YTD): |
14/02/2024 |
0.450 |
| Low (YTD): |
09/07/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.60% |
| Volatility 6M: |
|
160.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
