BNP Paribas Put 75 NDAQ 17.01.2025
/ DE000PG5H0Y7
BNP Paribas Put 75 NDAQ 17.01.202.../ DE000PG5H0Y7 /
18/10/2024 21:50:33 |
Chg.-0.030 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.300 Bid Size: 10,000 |
0.310 Ask Size: 10,000 |
Nasdaq Inc |
75.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
PG5H0Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
02/08/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
0.01 |
Time value: |
0.30 |
Break-even: |
65.91 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
-0.45 |
Theta: |
-0.02 |
Omega: |
-10.10 |
Rho: |
-0.08 |
Quote data
Open: |
0.330 |
High: |
0.340 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.78% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.300 |
1M High / 1M Low: |
0.500 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.391 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |