BNP Paribas Put 68 BNR 20.09.2024
/ DE000PN8U4D9
BNP Paribas Put 68 BNR 20.09.2024/ DE000PN8U4D9 /
| 25/07/2024 13:06:42 |
Chg.+0.050 |
Bid13:13:54 |
Ask13:13:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+13.16% |
0.440
Bid Size: 21,400 |
0.450
Ask Size: 21,400 |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.86% |
| 1 Month |
|
|
-2.27% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
+168.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
0.550 |
0.110 |
| High (YTD): |
02/07/2024 |
0.550 |
| Low (YTD): |
01/03/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.64% |
| Volatility 6M: |
|
179.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
