BNP Paribas Put 28 DUE 20.09.2024
/ DE000PN8VG54
BNP Paribas Put 28 DUE 20.09.2024/ DE000PN8VG54 /
| 2024-05-31 9:20:16 PM |
Chg.0.000 |
Bid9:41:05 PM |
Ask9:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.410
Bid Size: 7,318 |
0.490
Ask Size: 6,123 |
DUERR AG O.N. |
28.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8VG5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.46 |
| Time value: |
0.03 |
| Break-even: |
23.10 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
19.51% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-3.60 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.420 |
| High: |
0.470 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
0.850 |
0.330 |
| High (YTD): |
2024-02-13 |
0.850 |
| Low (YTD): |
2024-05-14 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.18% |
| Volatility 6M: |
|
82.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
