BNP Paribas Put 300 AMGN 17.01.2025
/ DE000PN6Z761
BNP Paribas Put 300 AMGN 17.01.20.../ DE000PN6Z761 /
| 2024-05-27 9:50:32 PM |
Chg.-0.100 |
Bid9:58:17 PM |
Ask9:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-4.63% |
2.070
Bid Size: 9,000 |
2.110
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: |
-12.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
2.18 |
| Break-even: |
254.79 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
-0.38 |
| Theta: |
-0.04 |
| Omega: |
-4.94 |
| Rho: |
-0.83 |
Quote data
| Open: |
2.250 |
| High: |
2.260 |
| Low: |
2.050 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.29% |
| 1 Month |
|
|
-47.58% |
| 3 Months |
|
|
-37.58% |
| YTD |
|
|
-32.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
1.860 |
| 1M High / 1M Low: |
3.640 |
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: |
|
2.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.98% |
| Volatility 6M: |
|
102.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
