BNP Paribas Put 280 AMGN 21.06.2024
/ DE000PN6Z712
BNP Paribas Put 280 AMGN 21.06.20.../ DE000PN6Z712 /
| 2024-05-02 9:50:26 PM |
Chg.-0.100 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-7.30% |
1.230
Bid Size: 7,000 |
1.250
Ask Size: 7,000 |
Amgen Inc |
280.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN6Z71 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
1.23 |
| Break-even: |
246.47 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
-0.48 |
| Theta: |
-0.13 |
| Omega: |
-8.47 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.330 |
| High: |
1.380 |
| Low: |
1.160 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.16% |
| 1 Month |
|
|
-6.62% |
| 3 Months |
|
|
+176.09% |
| YTD |
|
|
-2.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.330 |
| 1M High / 1M Low: |
2.130 |
1.330 |
| 6M High / 6M Low: |
2.640 |
0.460 |
| High (YTD): |
2024-04-18 |
2.130 |
| Low (YTD): |
2024-02-02 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.515 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.46% |
| Volatility 6M: |
|
167.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
