BNP Paribas Put 85 HEN3 18.10.2024
/ DE000PG4RJR5
BNP Paribas Put 85 HEN3 18.10.202.../ DE000PG4RJR5 /
| 8/29/2024 12:50:17 PM |
Chg.-0.020 |
Bid1:03:48 PM |
Ask1:03:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
0.330
Bid Size: 32,500 |
0.340
Ask Size: 32,500 |
HENKEL AG+CO.KGAA VZ... |
85.00 EUR |
10/18/2024 |
Put |
Master data
| WKN: |
PG4RJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
7/24/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.31 |
| Time value: |
0.07 |
| Break-even: |
81.20 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-14.54 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.66% |
| 1 Month |
|
|
-40.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.780 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
