BNP Paribas Put 65 BNR 20.09.2024
/ DE000PZ09YB9
BNP Paribas Put 65 BNR 20.09.2024/ DE000PZ09YB9 /
29/08/2024 18:17:14 |
Chg.-0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
-1.72% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
65.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-88.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.23 |
Time value: |
0.08 |
Break-even: |
64.24 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.02 |
Spread %: |
28.81% |
Delta: |
-0.27 |
Theta: |
-0.03 |
Omega: |
-24.17 |
Rho: |
-0.01 |
Quote data
Open: |
0.058 |
High: |
0.058 |
Low: |
0.051 |
Previous Close: |
0.058 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.00% |
1 Month |
|
|
-68.33% |
3 Months |
|
|
-80.34% |
YTD |
|
|
-52.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.058 |
1M High / 1M Low: |
0.300 |
0.058 |
6M High / 6M Low: |
0.350 |
0.058 |
High (YTD): |
01/07/2024 |
0.350 |
Low (YTD): |
28/08/2024 |
0.058 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.204 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.33% |
Volatility 6M: |
|
229.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |