BNP Paribas Put 90 OKTA 20.12.2024
/ DE000PE89LS7
BNP Paribas Put 90 OKTA 20.12.202.../ DE000PE89LS7 /
09/08/2024 08:42:15 |
Chg.-0.14 |
Bid20:01:14 |
Ask20:01:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.02EUR |
-12.07% |
0.93 Bid Size: 29,000 |
0.95 Ask Size: 29,000 |
Okta Inc |
90.00 - |
20/12/2024 |
Put |
Master data
WKN: |
PE89LS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.28 |
Historic volatility: |
0.41 |
Parity: |
0.88 |
Time value: |
0.16 |
Break-even: |
79.60 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
-0.67 |
Theta: |
-0.01 |
Omega: |
-5.22 |
Rho: |
-0.24 |
Quote data
Open: |
1.02 |
High: |
1.02 |
Low: |
1.02 |
Previous Close: |
1.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.51% |
1 Month |
|
|
+67.21% |
3 Months |
|
|
+10.87% |
YTD |
|
|
-22.14% |
1 Year |
|
|
-57.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
0.94 |
1M High / 1M Low: |
1.29 |
0.59 |
6M High / 6M Low: |
1.68 |
0.59 |
High (YTD): |
21/02/2024 |
1.68 |
Low (YTD): |
17/07/2024 |
0.59 |
52W High: |
30/10/2023 |
2.64 |
52W Low: |
17/07/2024 |
0.59 |
Avg. price 1W: |
|
1.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.44 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
192.84% |
Volatility 6M: |
|
134.86% |
Volatility 1Y: |
|
116.02% |
Volatility 3Y: |
|
- |