BNP Paribas Put 65 BNR 20.09.2024
/ DE000PZ09YB9
BNP Paribas Put 65 BNR 20.09.2024/ DE000PZ09YB9 /
2024-07-25 6:18:26 PM |
Chg.- |
Bid9:28:07 AM |
Ask9:28:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
- |
0.230 Bid Size: 31,900 |
0.240 Ask Size: 31,900 |
BRENNTAG SE NA O.N. |
65.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PZ09YB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-0.03 |
Time value: |
0.24 |
Break-even: |
62.60 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
-0.44 |
Theta: |
-0.02 |
Omega: |
-11.98 |
Rho: |
-0.05 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.220 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
+35.29% |
YTD |
|
|
+91.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.200 |
1M High / 1M Low: |
0.350 |
0.200 |
6M High / 6M Low: |
0.350 |
0.080 |
High (YTD): |
2024-07-01 |
0.350 |
Low (YTD): |
2024-03-01 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.190 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.75% |
Volatility 6M: |
|
182.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |