BNP Paribas Put 75 BNR 20.09.2024
/ DE000PN8U4G2
BNP Paribas Put 75 BNR 20.09.2024/ DE000PN8U4G2 /
20/08/2024 18:09:58 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
- |
- 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: |
1.07 |
High: |
1.08 |
Low: |
1.06 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+14.89% |
3 Months |
|
|
+17.39% |
YTD |
|
|
+248.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.18 |
0.90 |
6M High / 6M Low: |
1.19 |
0.23 |
High (YTD): |
28/06/2024 |
1.19 |
Low (YTD): |
01/03/2024 |
0.23 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.33% |
Volatility 6M: |
|
160.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |