BNP Paribas Put 300 AMGN 20.12.2024
/ DE000PN6Z746
BNP Paribas Put 300 AMGN 20.12.20.../ DE000PN6Z746 /
| 2024-05-28 9:07:47 AM |
Chg.-0.17 |
Bid4:07:29 PM |
Ask4:07:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-8.37% |
2.14
Bid Size: 19,000 |
2.16
Ask Size: 19,000 |
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: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.05% |
| 1 Month |
|
|
-52.55% |
| 3 Months |
|
|
-42.06% |
| YTD |
|
|
-36.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.65 |
| 1M High / 1M Low: |
3.82 |
1.64 |
| 6M High / 6M Low: |
4.36 |
1.64 |
| High (YTD): |
2024-04-19 |
4.36 |
| Low (YTD): |
2024-05-17 |
1.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.24% |
| Volatility 6M: |
|
127.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
