BNP Paribas Put 1.27 GBP/USD 20.09.2024
/ DE000PN87484
BNP Paribas Put 1.27 GBP/USD 20.0.../ DE000PN87484 /
| 2024-06-07 9:20:36 PM |
Chg.+0.280 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+20.59% |
1.640
Bid Size: 7,000 |
1.650
Ask Size: 7,000 |
- |
1.27 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PN8748 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.27 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-71.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.06 |
| Parity: |
-0.19 |
| Time value: |
1.65 |
| Break-even: |
1.16 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-28.04 |
| Rho: |
0.00 |
Quote data
| Open: |
1.380 |
| High: |
1.650 |
| Low: |
1.310 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.80% |
| 1 Month |
|
|
-46.41% |
| 3 Months |
|
|
-10.87% |
| YTD |
|
|
-45.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.360 |
| 1M High / 1M Low: |
3.060 |
1.360 |
| 6M High / 6M Low: |
4.140 |
1.360 |
| High (YTD): |
2024-04-22 |
4.140 |
| Low (YTD): |
2024-06-06 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.59% |
| Volatility 6M: |
|
131.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
