BNP Paribas Put 12 CLN 20.09.2024
/ DE000PZ090A4
BNP Paribas Put 12 CLN 20.09.2024/ DE000PZ090A4 /
| 2024-06-06 9:47:26 AM |
Chg.0.000 |
Bid4:45:40 PM |
Ask4:45:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.210
Bid Size: 24,000 |
0.230
Ask Size: 24,000 |
CLARIANT N |
12.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PZ090A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-1.70 |
| Time value: |
0.24 |
| Break-even: |
12.12 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-10.35 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-86.67% |
| YTD |
|
|
-79.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.300 |
0.150 |
| 6M High / 6M Low: |
1.880 |
0.150 |
| High (YTD): |
2024-01-17 |
1.880 |
| Low (YTD): |
2024-05-27 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.31% |
| Volatility 6M: |
|
124.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
