BNP Paribas Put 62 BNR 20.09.2024
/ DE000PZ09YA1
BNP Paribas Put 62 BNR 20.09.2024/ DE000PZ09YA1 /
| 2024-07-04 6:16:25 PM |
Chg.-0.010 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
BRENNTAG SE NA O.N. |
62.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09YA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.18 |
| Time value: |
0.19 |
| Break-even: |
60.10 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-11.90 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
+79.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.200 |
0.110 |
| 6M High / 6M Low: |
0.200 |
0.057 |
| High (YTD): |
2024-07-02 |
0.200 |
| Low (YTD): |
2024-03-01 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.31% |
| Volatility 6M: |
|
191.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
