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BNP Paribas Put 68 BNR 20.09.2024/  DE000PN8U4D9  /

Frankfurt Zert./BNP
2024-07-29  8:50:14 AM Chg.-0.010 Bid9:07:19 AM Ask9:07:19 AM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.340
Bid Size: 24,500		 0.350
Ask Size: 24,500		 BRENNTAG SE NA O.N. 68.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8U4D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.27
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.22
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.22
Time value: 0.14
Break-even: 64.40
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.59
Theta: -0.02
Omega: -10.86
Rho: -0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -38.18%
3 Months  
+41.67%
YTD  
+112.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: 0.550 0.110
High (YTD): 2024-07-01 0.550
Low (YTD): 2024-03-01 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.63%
Volatility 6M:   180.14%
Volatility 1Y:   -
Volatility 3Y:   -