BNP Paribas Put 75 BNR 20.09.2024
/ DE000PN8U4G2
BNP Paribas Put 75 BNR 20.09.2024/ DE000PN8U4G2 /
| 20/08/2024 21:50:12 |
Chg.0.000 |
Bid20/08/2024 |
Ask20/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PN8U4G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
21/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.33 |
| Break-even: |
63.90 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.63 |
| Theta: |
-0.14 |
| Omega: |
-3.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.070 |
| High: |
1.090 |
| Low: |
1.040 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+21.35% |
| YTD |
|
|
+248.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.180 |
0.900 |
| 6M High / 6M Low: |
1.190 |
0.240 |
| High (YTD): |
28/06/2024 |
1.190 |
| Low (YTD): |
01/03/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.777 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.42% |
| Volatility 6M: |
|
155.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
