BNP Paribas Put 25 SZG 20.12.2024
/ DE000PN7DG08
BNP Paribas Put 25 SZG 20.12.2024/ DE000PN7DG08 /
| 2024-05-22 9:20:30 PM |
Chg.+0.040 |
Bid9:23:51 PM |
Ask9:23:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.400
Bid Size: 7,500 |
0.410
Ask Size: 7,318 |
SALZGITTER AG O.N. |
25.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DG0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
0.20 |
| Time value: |
0.19 |
| Break-even: |
21.10 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.99 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.370 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
+2.50% |
| YTD |
|
|
+51.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
0.470 |
0.220 |
| High (YTD): |
2024-05-07 |
0.470 |
| Low (YTD): |
2024-01-02 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.56% |
| Volatility 6M: |
|
114.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
