BNP Paribas Put 45 NDAQ 20.12.2024
/ DE000PN7E4Q2
BNP Paribas Put 45 NDAQ 20.12.202.../ DE000PN7E4Q2 /
| 2024-06-05 12:50:29 PM |
Chg.-0.001 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-1.96% |
0.050
Bid Size: 15,500 |
0.091
Ask Size: 15,500 |
Nasdaq Inc |
45.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN7E4Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-1.33 |
| Time value: |
0.09 |
| Break-even: |
40.44 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.04 |
| Spread %: |
78.43% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-6.66 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.051 |
| 1M High / 1M Low: |
0.060 |
0.040 |
| 6M High / 6M Low: |
0.190 |
0.040 |
| High (YTD): |
2024-01-09 |
0.160 |
| Low (YTD): |
2024-05-17 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.02% |
| Volatility 6M: |
|
157.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
