BNP Paribas Put 78 BNR 20.09.2024
/ DE000PN8U4H0
BNP Paribas Put 78 BNR 20.09.2024/ DE000PN8U4H0 /
7/23/2024 9:50:16 PM |
Chg.+0.030 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
+2.42% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
78.00 - |
9/20/2024 |
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 - |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
1.45 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
1.45 |
Time value: |
-0.15 |
Break-even: |
65.00 |
Moneyness: |
1.23 |
Premium: |
-0.02 |
Premium p.a.: |
-0.23 |
Spread abs.: |
0.03 |
Spread %: |
2.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.240 |
High: |
1.280 |
Low: |
1.220 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.56% |
3 Months |
|
|
+25.74% |
YTD |
|
|
+209.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.420 |
1.230 |
6M High / 6M Low: |
1.490 |
0.290 |
High (YTD): |
6/28/2024 |
1.490 |
Low (YTD): |
3/1/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.887 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.83% |
Volatility 6M: |
|
151.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |