BNP Paribas Put 80 BNR 20.12.2024
/ DE000PE8ZGD7
BNP Paribas Put 80 BNR 20.12.2024/ DE000PE8ZGD7 /
| 23/07/2024 18:17:49 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PE8ZGD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/02/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
1.47 |
| Time value: |
0.03 |
| Break-even: |
65.00 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-3.43 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.46 |
| High: |
1.47 |
| Low: |
1.43 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
-3.29% |
| 3 Months |
|
|
+68.97% |
| YTD |
|
|
+157.89% |
| 1 Year |
|
|
+1.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.44 |
| 1M High / 1M Low: |
1.69 |
1.44 |
| 6M High / 6M Low: |
1.69 |
0.46 |
| High (YTD): |
28/06/2024 |
1.69 |
| Low (YTD): |
01/03/2024 |
0.46 |
| 52W High: |
28/06/2024 |
1.69 |
| 52W Low: |
01/03/2024 |
0.46 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.82% |
| Volatility 6M: |
|
109.30% |
| Volatility 1Y: |
|
89.93% |
| Volatility 3Y: |
|
- |
