BNP Paribas Put 18400 DAX 18.10.2024
/ DE000PN450A4
BNP Paribas Put 18400 DAX 18.10.2.../ DE000PN450A4 /
| 2024-05-02 5:50:14 PM |
Chg.+0.040 |
Bid6:05:50 PM |
Ask6:05:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+1.93% |
2.100
Bid Size: 250,000 |
2.110
Ask Size: 250,000 |
DAX |
18,400.00 EUR |
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 EUR |
| Maturity: |
2024-10-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-85.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.12 |
| Intrinsic value: |
4.68 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.11 |
| Parity: |
4.68 |
| Time value: |
-2.58 |
| Break-even: |
18,190.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.67 |
| Theta: |
0.95 |
| Omega: |
-57.02 |
| Rho: |
-56.38 |
Quote data
| Open: |
2.020 |
| High: |
2.110 |
| Low: |
2.020 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.43% |
| 1 Month |
|
|
+29.45% |
| 3 Months |
|
|
-30.59% |
| YTD |
|
|
-31.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.780 |
| 1M High / 1M Low: |
2.280 |
1.590 |
| 6M High / 6M Low: |
4.410 |
1.420 |
| High (YTD): |
2024-01-17 |
3.510 |
| Low (YTD): |
2024-03-27 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.48% |
| Volatility 6M: |
|
71.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
