BNP Paribas Put 18 1U1 21.06.2024
/ DE000PN95LE5
BNP Paribas Put 18 1U1 21.06.2024/ DE000PN95LE5 /
2024-05-14 9:20:22 PM |
Chg.-0.010 |
Bid9:50:31 PM |
Ask9:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-1.20% |
0.810 Bid Size: 3,704 |
0.890 Ask Size: 3,371 |
1+1 AG INH O.N. |
18.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PN95LE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-24 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-19.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.32 |
Historic volatility: |
0.33 |
Parity: |
0.40 |
Time value: |
0.51 |
Break-even: |
17.09 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.08 |
Spread %: |
9.64% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-10.64 |
Rho: |
-0.01 |
Quote data
Open: |
0.830 |
High: |
0.860 |
Low: |
0.770 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-47.44% |
1 Month |
|
|
-54.70% |
3 Months |
|
|
-29.31% |
YTD |
|
|
-31.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.560 |
0.830 |
1M High / 1M Low: |
1.970 |
0.830 |
6M High / 6M Low: |
2.010 |
0.830 |
High (YTD): |
2024-03-22 |
2.010 |
Low (YTD): |
2024-05-13 |
0.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.59% |
Volatility 6M: |
|
130.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |