BNP Paribas Put 70 HEN3 21.03.202.../  DE000PN65H76  /

EUWAX
11/6/2024  9:42:41 AM Chg.-0.037 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.063EUR -37.00% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 70.00 - 3/21/2025 Put
 

Master data

WKN: PN65H7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 3/21/2025
Issue date: 8/11/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -57.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -1.04
Time value: 0.14
Break-even: 68.60
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 77.22%
Delta: -0.17
Theta: -0.01
Omega: -9.84
Rho: -0.06
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.00%
1 Month
  -26.74%
3 Months
  -65.00%
YTD
  -85.68%
1 Year
  -90.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.063
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: 0.210 0.048
High (YTD): 2/28/2024 0.540
Low (YTD): 10/21/2024 0.048
52W High: 11/8/2023 0.690
52W Low: 10/21/2024 0.048
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   25.608
Volatility 1M:   227.94%
Volatility 6M:   168.53%
Volatility 1Y:   140.79%
Volatility 3Y:   -