BNP Paribas Put 240 HNR1 21.06.2024
/ DE000PN8UJT7
BNP Paribas Put 240 HNR1 21.06.20.../ DE000PN8UJT7 /
| 2024-05-02 9:50:19 PM |
Chg.+0.040 |
Bid9:54:49 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+2.86% |
-
Bid Size: - |
-
Ask Size: - |
HANNOVER RUECK SE NA... |
240.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PN8UJT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
1.18 |
| Time value: |
0.35 |
| Break-even: |
224.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
6.99% |
| Delta: |
-0.69 |
| Theta: |
-0.17 |
| Omega: |
-10.24 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.320 |
| High: |
1.530 |
| Low: |
1.320 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+10.77% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.970 |
0.470 |
| High (YTD): |
2024-01-02 |
2.820 |
| Low (YTD): |
2024-03-19 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
187.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
