BNP Paribas Put 24 DUE 20.09.2024
/ DE000PZ09DQ1
BNP Paribas Put 24 DUE 20.09.2024/ DE000PZ09DQ1 /
| 2024-05-31 9:20:24 PM |
Chg.0.000 |
Bid9:41:05 PM |
Ask9:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.150
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
DUERR AG O.N. |
24.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09DQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.13 |
| Break-even: |
22.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-6.03 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-61.90% |
| YTD |
|
|
-58.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.120 |
| 6M High / 6M Low: |
0.490 |
0.120 |
| High (YTD): |
2024-02-14 |
0.490 |
| Low (YTD): |
2024-05-14 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.92% |
| Volatility 6M: |
|
111.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
