BNP Paribas Put 70 BNR 20.12.2024
/ DE000PE8ZGB1
BNP Paribas Put 70 BNR 20.12.2024/ DE000PE8ZGB1 /
9/4/2024 11:12:31 AM |
Chg.+0.020 |
Bid11:44:03 AM |
Ask11:44:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+4.26% |
0.490 Bid Size: 23,800 |
0.500 Ask Size: 23,800 |
BRENNTAG SE NA O.N. |
70.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PE8ZGB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.30 |
Time value: |
0.22 |
Break-even: |
64.80 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
4.00% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-7.22 |
Rho: |
-0.13 |
Quote data
Open: |
0.460 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.52% |
1 Month |
|
|
-16.95% |
3 Months |
|
|
-30.00% |
YTD |
|
|
+81.48% |
1 Year |
|
|
-10.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.460 |
1M High / 1M Low: |
0.750 |
0.460 |
6M High / 6M Low: |
0.780 |
0.210 |
High (YTD): |
7/1/2024 |
0.780 |
Low (YTD): |
3/1/2024 |
0.200 |
52W High: |
10/19/2023 |
0.830 |
52W Low: |
3/1/2024 |
0.200 |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.628 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.536 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.496 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
141.38% |
Volatility 6M: |
|
135.96% |
Volatility 1Y: |
|
112.76% |
Volatility 3Y: |
|
- |