BNP Paribas Put 130 ORCL 21.06.2024
/ DE000PN5BG69
BNP Paribas Put 130 ORCL 21.06.20.../ DE000PN5BG69 /
| 2024-06-07 8:22:14 AM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-4.71% |
-
Bid Size: - |
-
Ask Size: - |
Oracle Corp |
130.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN5BG6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.29 |
| Parity: |
0.38 |
| Time value: |
0.31 |
| Break-even: |
113.45 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.60 |
| Theta: |
-0.17 |
| Omega: |
-10.08 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.64% |
| 1 Month |
|
|
-34.15% |
| 3 Months |
|
|
-51.20% |
| YTD |
|
|
-62.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.810 |
| 1M High / 1M Low: |
1.320 |
0.700 |
| 6M High / 6M Low: |
2.730 |
0.610 |
| High (YTD): |
2024-01-03 |
2.530 |
| Low (YTD): |
2024-03-21 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.21% |
| Volatility 6M: |
|
177.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
