BNP Paribas Put 1.29 GBP/USD 20.09.2024
/ DE000PN87492
BNP Paribas Put 1.29 GBP/USD 20.0.../ DE000PN87492 /
| 2024-05-31 9:20:38 PM |
Chg.-0.030 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-1.12% |
2.570
Bid Size: 7,000 |
2.580
Ask Size: 7,000 |
- |
1.29 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PN8749 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.29 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: |
-45.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
1.47 |
| Time value: |
1.11 |
| Break-even: |
1.16 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-22.62 |
| Rho: |
0.00 |
Quote data
| Open: |
2.770 |
| High: |
2.800 |
| Low: |
2.480 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-40.67% |
| 3 Months |
|
|
-28.46% |
| YTD |
|
|
-31.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.460 |
| 1M High / 1M Low: |
4.320 |
2.460 |
| 6M High / 6M Low: |
5.520 |
2.460 |
| High (YTD): |
2024-04-22 |
5.520 |
| Low (YTD): |
2024-05-27 |
2.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.894 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.90% |
| Volatility 6M: |
|
113.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
