BNP Paribas Put 800 EMSN 20.12.2024
/ DE000PN7C5B3
BNP Paribas Put 800 EMSN 20.12.20.../ DE000PN7C5B3 /
| 25/07/2024 10:04:48 |
Chg.+0.09 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
+9.57% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
800.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C5B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.87 |
| Time value: |
0.12 |
| Break-even: |
734.79 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
-0.68 |
| Theta: |
-0.09 |
| Omega: |
-5.13 |
| Rho: |
-2.46 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
0.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
+22.62% |
| 3 Months |
|
|
-4.63% |
| YTD |
|
|
-32.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.90 |
| 1M High / 1M Low: |
1.03 |
0.58 |
| 6M High / 6M Low: |
2.01 |
0.58 |
| High (YTD): |
05/03/2024 |
2.01 |
| Low (YTD): |
09/07/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.01% |
| Volatility 6M: |
|
114.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
