BNP Paribas Put 300 AMGN 21.06.2024
/ DE000PN6Z720
BNP Paribas Put 300 AMGN 21.06.20.../ DE000PN6Z720 /
| 2024-05-27 9:50:32 PM |
Chg.-0.110 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-28.95% |
0.280
Bid Size: 10,000 |
0.320
Ask Size: 9,375 |
Amgen Inc |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN6Z72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
0.39 |
| Break-even: |
272.69 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.34 |
| Theta: |
-0.11 |
| Omega: |
-24.81 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.270 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-91.15% |
| 3 Months |
|
|
-88.84% |
| YTD |
|
|
-87.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.170 |
| 1M High / 1M Low: |
2.670 |
0.170 |
| 6M High / 6M Low: |
3.660 |
0.170 |
| High (YTD): |
2024-04-18 |
3.660 |
| Low (YTD): |
2024-05-21 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.120 |
| Avg. volume 6M: |
|
169.774 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
534.88% |
| Volatility 6M: |
|
245.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
