BNP Paribas Put 200 UHR 20.12.2024
/ DE000PN8TUX8
BNP Paribas Put 200 UHR 20.12.202.../ DE000PN8TUX8 /
| 2024-05-24 10:07:50 AM |
Chg.+0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+2.06% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN8TUX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.97 |
| Time value: |
1.01 |
| Break-even: |
181.78 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-4.91 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.74% |
| 1 Month |
|
|
-11.21% |
| 3 Months |
|
|
+8.79% |
| YTD |
|
|
+43.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.64 |
| 1M High / 1M Low: |
2.27 |
1.55 |
| 6M High / 6M Low: |
2.64 |
1.28 |
| High (YTD): |
2024-04-19 |
2.64 |
| Low (YTD): |
2024-02-16 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.38% |
| Volatility 6M: |
|
114.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
