BNP Paribas Put 12.5 EUR/NOK 21.06.2024
/ DE000PN4BN87
BNP Paribas Put 12.5 EUR/NOK 21.0.../ DE000PN4BN87 /
| 2024-05-23 8:21:16 AM |
Chg.-0.050 |
Bid9:10:07 AM |
Ask9:10:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.560EUR |
-0.66% |
7.600
Bid Size: 5,000 |
7.840
Ask Size: 5,000 |
- |
12.50 NOK |
2024-06-21 |
Put |
Master data
| WKN: |
PN4BN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 NOK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-12.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.58 |
| Intrinsic value: |
7.92 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.01 |
| Parity: |
7.92 |
| Time value: |
0.09 |
| Break-even: |
1.00 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.24 |
| Spread %: |
3.09% |
| Delta: |
-0.86 |
| Theta: |
0.00 |
| Omega: |
-10.80 |
| Rho: |
0.00 |
Quote data
| Open: |
7.560 |
| High: |
7.560 |
| Low: |
7.560 |
| Previous Close: |
7.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.72% |
| 1 Month |
|
|
+10.37% |
| 3 Months |
|
|
-19.92% |
| YTD |
|
|
-31.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.770 |
7.360 |
| 1M High / 1M Low: |
7.770 |
5.470 |
| 6M High / 6M Low: |
11.360 |
5.470 |
| High (YTD): |
2024-01-05 |
10.850 |
| Low (YTD): |
2024-04-30 |
5.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.23% |
| Volatility 6M: |
|
80.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
