BNP Paribas Put 68 BNR 20.09.2024
/ DE000PN8U4D9
BNP Paribas Put 68 BNR 20.09.2024/ DE000PN8U4D9 /
| 2024-07-25 11:20:46 AM |
Chg.+0.020 |
Bid11:45:01 AM |
Ask11:45:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.410
Bid Size: 22,000 |
0.420
Ask Size: 22,000 |
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: |
-15.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.27 |
| Time value: |
0.14 |
| Break-even: |
63.90 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-9.71 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
+95.24% |
| YTD |
|
|
+156.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
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: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.26% |
| Volatility 6M: |
|
180.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
