BNP Paribas Put 125 WCH 21.06.2024
/ DE000PE841M0
BNP Paribas Put 125 WCH 21.06.202.../ DE000PE841M0 /
| 2024-05-10 6:13:52 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WACKER CHEMIE ... |
125.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PE841M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-14 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.34 |
| Parity: |
2.31 |
| Time value: |
0.14 |
| Break-even: |
100.50 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
2.08% |
| Delta: |
-0.83 |
| Theta: |
-0.11 |
| Omega: |
-3.45 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.36 |
| High: |
2.45 |
| Low: |
2.36 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.98% |
| 3 Months |
|
|
+2.99% |
| YTD |
|
|
+33.15% |
| 1 Year |
|
|
+26.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.51 |
2.18 |
| 6M High / 6M Low: |
3.49 |
1.45 |
| High (YTD): |
2024-01-17 |
3.49 |
| Low (YTD): |
2024-04-08 |
1.45 |
| 52W High: |
2024-01-17 |
3.49 |
| 52W Low: |
2023-09-15 |
1.09 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.48% |
| Volatility 6M: |
|
124.81% |
| Volatility 1Y: |
|
113.43% |
| Volatility 3Y: |
|
- |
