BNP Paribas Put 14 CLN 20.09.2024
/ DE000PN8TKM2
BNP Paribas Put 14 CLN 20.09.2024/ DE000PN8TKM2 /
| 2024-06-06 4:21:03 PM |
Chg.0.000 |
Bid5:18:26 PM |
Ask5:18:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TKM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.36 |
| Time value: |
0.55 |
| Break-even: |
13.51 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-7.91 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.910 |
| Low: |
0.850 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-74.43% |
| YTD |
|
|
-62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.700 |
| 1M High / 1M Low: |
1.100 |
0.580 |
| 6M High / 6M Low: |
3.670 |
0.580 |
| High (YTD): |
2024-01-17 |
3.670 |
| Low (YTD): |
2024-05-27 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.44% |
| Volatility 6M: |
|
104.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
