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BNP Paribas Put 400 IDXX 17.01.20.../  DE000PN8Y8Y2  /

Frankfurt Zert./BNP
2024-05-29  9:50:29 PM Chg.+0.010 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 11,400		 0.130
Ask Size: 11,400		 IDEXX Laboratories I... 400.00 USD 2025-01-17 Put
 

Master data

WKN: PN8Y8Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-28
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -38.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -0.97
Time value: 0.12
Break-even: 356.62
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.15
Theta: -0.06
Omega: -5.82
Rho: -0.52
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -7.69%
3 Months
  -7.69%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.170 0.078
6M High / 6M Low: 0.320 0.078
High (YTD): 2024-01-17 0.250
Low (YTD): 2024-05-17 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.43%
Volatility 6M:   125.39%
Volatility 1Y:   -
Volatility 3Y:   -