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: |
|
- |