BNP Paribas Put 250 AMGN 20.12.2024
/ DE000PN6Z738
BNP Paribas Put 250 AMGN 20.12.20.../ DE000PN6Z738 /
| 2024-05-02 9:50:36 PM |
Chg.-0.050 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-3.82% |
1.240
Bid Size: 11,000 |
1.260
Ask Size: 11,000 |
Amgen Inc |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN6Z73 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-2.55 |
| Time value: |
1.38 |
| Break-even: |
219.47 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
-0.27 |
| Theta: |
-0.04 |
| Omega: |
-5.11 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.290 |
| High: |
1.320 |
| Low: |
1.200 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
-0.79% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+4.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.300 |
| 1M High / 1M Low: |
1.700 |
1.270 |
| 6M High / 6M Low: |
1.960 |
0.630 |
| High (YTD): |
2024-04-18 |
1.700 |
| Low (YTD): |
2024-02-02 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.44% |
| Volatility 6M: |
|
106.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
