BNP Paribas Put 1.31 GBP/USD 20.09.2024
/ DE000PN875A2
BNP Paribas Put 1.31 GBP/USD 20.0.../ DE000PN875A2 /
| 2024-06-07 9:20:35 PM |
Chg.+0.520 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
+15.25% |
3.930
Bid Size: 9,000 |
3.940
Ask Size: 9,000 |
- |
1.31 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PN875A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.31 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: |
-29.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.06 |
| Parity: |
3.51 |
| Time value: |
0.43 |
| Break-even: |
1.17 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-18.55 |
| Rho: |
0.00 |
Quote data
| Open: |
3.470 |
| High: |
3.950 |
| Low: |
3.340 |
| Previous Close: |
3.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.77% |
| 1 Month |
|
|
-32.24% |
| 3 Months |
|
|
+7.97% |
| YTD |
|
|
-19.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
3.410 |
| 1M High / 1M Low: |
5.800 |
3.410 |
| 6M High / 6M Low: |
7.070 |
3.410 |
| High (YTD): |
2024-04-22 |
7.070 |
| Low (YTD): |
2024-06-06 |
3.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.61% |
| Volatility 6M: |
|
102.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
