BNP Paribas Put 80 WMT 16.01.2026
/ DE000PG2Q9M5
BNP Paribas Put 80 WMT 16.01.2026/ DE000PG2Q9M5 /
15/10/2024 09:03:37 |
Chg.- |
Bid08:25:09 |
Ask08:25:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
- |
0.590 Bid Size: 15,500 |
0.600 Ask Size: 15,500 |
Walmart Inc |
80.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PG2Q9M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
14/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.15 |
Time value: |
0.60 |
Break-even: |
67.51 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-4.50 |
Rho: |
-0.41 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.62% |
1 Month |
|
|
+10.71% |
3 Months |
|
|
-41.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.620 |
1M High / 1M Low: |
0.670 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.637 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.618 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |