BNP Paribas Put 95 HEN3 21.03.2025
/ DE000PG2NQ03
BNP Paribas Put 95 HEN3 21.03.202.../ DE000PG2NQ03 /
| 7/25/2024 6:20:27 PM |
Chg.+0.160 |
Bid6:21:31 PM |
Ask6:21:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+12.03% |
1.490
Bid Size: 5,000 |
1.520
Ask Size: 5,000 |
HENKEL AG+CO.KGAA VZ... |
95.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PG2NQ0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.32 |
| Time value: |
0.05 |
| Break-even: |
81.30 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.22 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.360 |
| High: |
1.500 |
| Low: |
1.310 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.13% |
| 1 Month |
|
|
+18.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.220 |
| 1M High / 1M Low: |
1.380 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
