BNP Paribas Put 32 ZAL 20.09.2024
/ DE000PN8XMZ2
BNP Paribas Put 32 ZAL 20.09.2024/ DE000PN8XMZ2 /
| 2024-06-03 1:20:31 PM |
Chg.0.000 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
0.00% |
0.790
Bid Size: 70,300 |
0.810
Ask Size: 70,300 |
ZALANDO SE |
32.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8XMZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.48 |
| Parity: |
0.78 |
| Time value: |
0.04 |
| Break-even: |
23.90 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-2.37 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.780 |
| High: |
0.800 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.25% |
| 1 Month |
|
|
-8.14% |
| 3 Months |
|
|
-36.80% |
| YTD |
|
|
-26.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.790 |
| 1M High / 1M Low: |
0.910 |
0.640 |
| 6M High / 6M Low: |
1.570 |
0.620 |
| High (YTD): |
2024-01-17 |
1.570 |
| Low (YTD): |
2024-04-17 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.56% |
| Volatility 6M: |
|
88.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
