BNP Paribas Put 150 BEI 20.12.2024
/ DE000PN8U149
BNP Paribas Put 150 BEI 20.12.202.../ DE000PN8U149 /
| 2024-05-24 9:50:21 PM |
Chg.-0.020 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-2.22% |
0.880
Bid Size: 3,410 |
0.900
Ask Size: 3,334 |
BEIERSDORF AG O.N. |
150.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN8U14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
0.38 |
| Time value: |
0.52 |
| Break-even: |
141.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-7.81 |
| Rho: |
-0.45 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.840 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-30.16% |
| 3 Months |
|
|
-33.83% |
| YTD |
|
|
-48.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
1.320 |
0.860 |
| 6M High / 6M Low: |
2.180 |
0.860 |
| High (YTD): |
2024-04-09 |
2.180 |
| Low (YTD): |
2024-05-22 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.50% |
| Volatility 6M: |
|
87.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
