BNP Paribas Put 18500 DAX 20.12.2024
/ DE000PN6VEK9
BNP Paribas Put 18500 DAX 20.12.2.../ DE000PN6VEK9 /
| 2024-04-16 9:35:29 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DAX |
18,500.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PN6VEK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,500.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-04-17 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-89.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.92 |
| Intrinsic value: |
5.68 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.11 |
| Parity: |
5.68 |
| Time value: |
-3.68 |
| Break-even: |
18,300.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.64 |
| Theta: |
0.96 |
| Omega: |
-56.96 |
| Rho: |
-73.66 |
Quote data
| Open: |
1.97 |
| High: |
2.04 |
| Low: |
1.91 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.72% |
| 3 Months |
|
|
-40.48% |
| YTD |
|
|
-41.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.00 |
1.50 |
| 6M High / 6M Low: |
4.39 |
1.34 |
| High (YTD): |
2024-01-17 |
3.76 |
| Low (YTD): |
2024-03-27 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.15% |
| Volatility 6M: |
|
71.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
