BNP Paribas Put 800 EMSN 20.12.2024
/ DE000PN7C5B3
BNP Paribas Put 800 EMSN 20.12.20.../ DE000PN7C5B3 /
| 8/9/2024 10:22:54 AM |
Chg.-0.08 |
Bid11:25:27 AM |
Ask11:25:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-6.84% |
1.09
Bid Size: 11,400 |
1.11
Ask Size: 11,400 |
EMS-CHEMIE N |
800.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.10 |
| Time value: |
0.06 |
| Break-even: |
729.38 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
-0.75 |
| Theta: |
-0.08 |
| Omega: |
-4.76 |
| Rho: |
-2.44 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.09 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+87.93% |
| 3 Months |
|
|
+57.97% |
| YTD |
|
|
-28.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.01 |
| 1M High / 1M Low: |
1.26 |
0.58 |
| 6M High / 6M Low: |
2.01 |
0.58 |
| High (YTD): |
3/5/2024 |
2.01 |
| Low (YTD): |
7/9/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.75% |
| Volatility 6M: |
|
124.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
