BNP Paribas Put 65 BNR 20.09.2024
/ DE000PZ09YB9
BNP Paribas Put 65 BNR 20.09.2024/ DE000PZ09YB9 /
| 2024-07-25 5:15:47 PM |
Chg.+0.010 |
Bid5:37:13 PM |
Ask5:37:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.230
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
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: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
+83.33% |
| 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: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.06% |
| Volatility 6M: |
|
183.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
