BNP Paribas Put 700 EMSN 20.12.2024
/ DE000PN7C5A5
BNP Paribas Put 700 EMSN 20.12.20.../ DE000PN7C5A5 /
| 7/25/2024 10:04:48 AM |
Chg.+0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+13.33% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
700.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PN7C5A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.17 |
| Time value: |
0.32 |
| Break-even: |
697.56 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.37 |
| Theta: |
-0.12 |
| Omega: |
-8.68 |
| Rho: |
-1.26 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-27.66% |
| YTD |
|
|
-56.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.180 |
| 6M High / 6M Low: |
1.080 |
0.180 |
| High (YTD): |
3/5/2024 |
1.080 |
| Low (YTD): |
7/9/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.82% |
| Volatility 6M: |
|
153.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
