BNP Paribas Put 13 EUR/NOK 20.09.2024
/ DE000PN70BR1
BNP Paribas Put 13 EUR/NOK 20.09..../ DE000PN70BR1 /
2024-04-26 9:20:38 PM |
Chg.-0.300 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.930EUR |
-2.93% |
9.930 Bid Size: 5,000 |
10.170 Ask Size: 5,000 |
- |
13.00 NOK |
2024-09-20 |
Put |
Master data
WKN: |
PN70BR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.00 NOK |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-31 |
Last trading day: |
2024-09-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-9.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.47 |
Intrinsic value: |
10.16 |
Implied volatility: |
0.18 |
Historic volatility: |
0.01 |
Parity: |
10.16 |
Time value: |
0.02 |
Break-even: |
1.00 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.24 |
Spread %: |
2.41% |
Delta: |
-0.74 |
Theta: |
0.00 |
Omega: |
-7.27 |
Rho: |
0.00 |
Quote data
Open: |
10.210 |
High: |
10.210 |
Low: |
9.840 |
Previous Close: |
10.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.24% |
1 Month |
|
|
-6.76% |
3 Months |
|
|
-31.04% |
YTD |
|
|
-33.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
10.900 |
9.930 |
1M High / 1M Low: |
11.660 |
9.930 |
6M High / 6M Low: |
15.320 |
9.380 |
High (YTD): |
2024-01-05 |
14.830 |
Low (YTD): |
2024-04-26 |
9.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.948 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.27% |
Volatility 6M: |
|
59.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |