BNP Paribas Put 300 AMGN 17.01.2025
/ DE000PN6Z761
BNP Paribas Put 300 AMGN 17.01.20.../ DE000PN6Z761 /
| 2024-05-28 9:07:47 AM |
Chg.-0.16 |
Bid2:49:10 PM |
Ask2:49:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-7.14% |
2.18
Bid Size: 9,000 |
2.24
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: |
-13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
2.11 |
| Break-even: |
255.11 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.93% |
| Delta: |
-0.38 |
| Theta: |
-0.04 |
| Omega: |
-5.09 |
| Rho: |
-0.82 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.64% |
| 1 Month |
|
|
-48.13% |
| 3 Months |
|
|
-37.35% |
| YTD |
|
|
-31.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.87 |
| 1M High / 1M Low: |
3.92 |
1.82 |
| 6M High / 6M Low: |
4.44 |
1.78 |
| High (YTD): |
2024-04-19 |
4.44 |
| Low (YTD): |
2024-02-05 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.49% |
| Volatility 6M: |
|
121.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
