BNP Paribas Put 110 AFX 21.06.2024
/ DE000PN2E0W3
BNP Paribas Put 110 AFX 21.06.202.../ DE000PN2E0W3 /
| 2024-05-20 6:15:50 PM |
Chg.- |
Bid8:50:22 AM |
Ask8:50:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CARL ZEISS MEDITEC A... |
110.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PN2E0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.06 |
| Break-even: |
94.70 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
3.38% |
| Delta: |
-0.84 |
| Theta: |
-0.04 |
| Omega: |
-5.25 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.44 |
| High: |
1.51 |
| Low: |
1.42 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.76% |
| 1 Month |
|
|
+8.89% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-10.91% |
| 1 Year |
|
|
+0.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.33 |
| 1M High / 1M Low: |
1.71 |
0.99 |
| 6M High / 6M Low: |
2.97 |
0.37 |
| High (YTD): |
2024-01-04 |
1.99 |
| Low (YTD): |
2024-03-27 |
0.37 |
| 52W High: |
2023-10-26 |
3.63 |
| 52W Low: |
2024-03-27 |
0.37 |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
207.39% |
| Volatility 6M: |
|
161.50% |
| Volatility 1Y: |
|
127.10% |
| Volatility 3Y: |
|
- |
