BNP Paribas Put 300 AMGN 17.01.2025
/ DE000PN6Z761
BNP Paribas Put 300 AMGN 17.01.20.../ DE000PN6Z761 /
| 2024-05-23 9:50:26 PM |
Chg.+0.180 |
Bid9:57:44 PM |
Ask9:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
+9.00% |
2.190
Bid Size: 9,000 |
2.210
Ask Size: 9,000 |
Amgen Inc |
300.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PN6Z76 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.87 |
| Time value: |
2.06 |
| Break-even: |
256.53 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
-0.36 |
| Theta: |
-0.04 |
| Omega: |
-5.05 |
| Rho: |
-0.82 |
Quote data
| Open: |
2.020 |
| High: |
2.180 |
| Low: |
1.990 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.34% |
| 1 Month |
|
|
-41.40% |
| 3 Months |
|
|
-22.42% |
| YTD |
|
|
-28.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.860 |
| 1M High / 1M Low: |
3.980 |
1.840 |
| 6M High / 6M Low: |
4.370 |
1.800 |
| High (YTD): |
2024-04-18 |
4.370 |
| Low (YTD): |
2024-02-01 |
1.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.74% |
| Volatility 6M: |
|
102.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
