BNP Paribas Put 300 AMGN 20.12.2024
/ DE000PN6Z746
BNP Paribas Put 300 AMGN 20.12.20.../ DE000PN6Z746 /
| 2024-05-28 9:21:13 AM |
Chg.+0.060 |
Bid9:21:27 AM |
Ask9:21:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
+3.26% |
1.910
Bid Size: 4,750 |
1.990
Ask Size: 4,750 |
Amgen Inc |
300.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN6Z74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
1.90 |
| Break-even: |
257.21 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.15% |
| Delta: |
-0.38 |
| Theta: |
-0.04 |
| Omega: |
-5.69 |
| Rho: |
-0.72 |
Quote data
| Open: |
1.850 |
| High: |
1.900 |
| Low: |
1.830 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
-50.26% |
| 3 Months |
|
|
-41.72% |
| YTD |
|
|
-36.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.640 |
| 1M High / 1M Low: |
3.530 |
1.630 |
| 6M High / 6M Low: |
4.290 |
1.630 |
| High (YTD): |
2024-04-18 |
4.290 |
| Low (YTD): |
2024-05-15 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.58% |
| Volatility 6M: |
|
108.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
