BNP Paribas Put 85 BMW 16.08.2024
/ DE000PG2NJ10
BNP Paribas Put 85 BMW 16.08.2024/ DE000PG2NJ10 /
| 7/23/2024 9:09:15 AM |
Chg.-0.002 |
Bid5:16:11 PM |
Ask5:16:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-2.44% |
0.087
Bid Size: 40,000 |
0.097
Ask Size: 40,000 |
BAY.MOTOREN WERKE AG... |
85.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
PG2NJ1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-104.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.59 |
| Time value: |
0.09 |
| Break-even: |
84.13 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.02 |
| Spread %: |
27.94% |
| Delta: |
-0.19 |
| Theta: |
-0.04 |
| Omega: |
-20.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.11% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.077 |
| 1M High / 1M Low: |
0.200 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
