BNP Paribas Put 78 BNR 20.09.2024
/ DE000PN8U4H0
BNP Paribas Put 78 BNR 20.09.2024/ DE000PN8U4H0 /
| 12/07/2024 21:50:13 |
Chg.-0.050 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-3.40% |
1.420
Bid Size: 3,120 |
1.450
Ask Size: 3,120 |
BRENNTAG SE NA O.N. |
78.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PN8U4H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
1.41 |
| Time value: |
0.04 |
| Break-even: |
63.50 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.460 |
| High: |
1.540 |
| Low: |
1.400 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.16% |
| 1 Month |
|
|
+13.60% |
| 3 Months |
|
|
+121.88% |
| YTD |
|
|
+246.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.420 |
| 1M High / 1M Low: |
1.490 |
1.250 |
| 6M High / 6M Low: |
1.490 |
0.290 |
| High (YTD): |
28/06/2024 |
1.490 |
| Low (YTD): |
01/03/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.06% |
| Volatility 6M: |
|
147.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
