BNP Paribas Put 26 ZAL 20.12.2024
/ DE000PN8XMR9
BNP Paribas Put 26 ZAL 20.12.2024/ DE000PN8XMR9 /
| 03/06/2024 11:50:23 |
Chg.0.000 |
Bid03/06/2024 |
Ask03/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 100,000 |
0.420
Ask Size: 100,000 |
ZALANDO SE |
26.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PN8XMR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.48 |
| Parity: |
0.18 |
| Time value: |
0.26 |
| Break-even: |
21.70 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-2.70 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
-45.33% |
| YTD |
|
|
-34.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.410 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
1.010 |
0.340 |
| High (YTD): |
17/01/2024 |
1.010 |
| Low (YTD): |
07/05/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.66% |
| Volatility 6M: |
|
97.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
