BNP Paribas Put 300 AMGN 21.06.2024
/ DE000PN6Z720
BNP Paribas Put 300 AMGN 21.06.20.../ DE000PN6Z720 /
| 5/28/2024 9:07:47 AM |
Chg.-0.130 |
Bid11:36:46 AM |
Ask11:36:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-30.95% |
0.330
Bid Size: 9,091 |
0.390
Ask Size: 7,693 |
Amgen Inc |
300.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
PN6Z72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-88.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
0.32 |
| Break-even: |
273.01 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
-0.33 |
| Theta: |
-0.10 |
| Omega: |
-28.78 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
-90.97% |
| 3 Months |
|
|
-88.07% |
| YTD |
|
|
-86.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.170 |
| 1M High / 1M Low: |
3.060 |
0.170 |
| 6M High / 6M Low: |
3.750 |
0.170 |
| High (YTD): |
4/19/2024 |
3.750 |
| Low (YTD): |
5/22/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.01% |
| Volatility 6M: |
|
258.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
