BNP Paribas Put 18400 DAX 18.10.2024
/ DE000PN450A4
BNP Paribas Put 18400 DAX 18.10.2.../ DE000PN450A4 /
| 2024-05-17 9:50:17 PM |
Chg.-0.030 |
Bid9:55:42 PM |
Ask9:55:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-2.33% |
1.260
Bid Size: 250,000 |
1.270
Ask Size: 250,000 |
DAX |
18,400.00 - |
2024-10-18 |
Put |
Master data
| WKN: |
PN450A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,400.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-147.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.11 |
| Parity: |
-3.04 |
| Time value: |
1.27 |
| Break-even: |
18,273.00 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.24 |
| Theta: |
-0.41 |
| Omega: |
-35.16 |
| Rho: |
-19.27 |
Quote data
| Open: |
1.300 |
| High: |
1.330 |
| Low: |
1.250 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
-44.74% |
| 3 Months |
|
|
-56.70% |
| YTD |
|
|
-59.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.140 |
| 1M High / 1M Low: |
2.280 |
1.140 |
| 6M High / 6M Low: |
3.830 |
1.140 |
| High (YTD): |
2024-01-17 |
3.510 |
| Low (YTD): |
2024-05-15 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.64% |
| Volatility 6M: |
|
80.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
