BNP Paribas Put 1.36 GBP/USD 20.12.2024
/ DE000PN6WCY2
BNP Paribas Put 1.36 GBP/USD 20.1.../ DE000PN6WCY2 /
| 2024-05-31 9:20:38 PM |
Chg.0.000 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.100EUR |
0.00% |
7.990
Bid Size: 11,000 |
8.000
Ask Size: 11,000 |
- |
1.36 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN6WCY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.36 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.85 |
| Intrinsic value: |
7.92 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.06 |
| Parity: |
7.92 |
| Time value: |
0.08 |
| Break-even: |
1.17 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-9.55 |
| Rho: |
0.00 |
Quote data
| Open: |
8.250 |
| High: |
8.300 |
| Low: |
7.860 |
| Previous Close: |
8.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.00% |
| 1 Month |
|
|
-20.28% |
| 3 Months |
|
|
-8.68% |
| YTD |
|
|
-3.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.350 |
7.770 |
| 1M High / 1M Low: |
10.040 |
7.770 |
| 6M High / 6M Low: |
11.330 |
7.360 |
| High (YTD): |
2024-04-22 |
11.330 |
| Low (YTD): |
2024-03-08 |
7.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.21% |
| Volatility 6M: |
|
64.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
