BNP Paribas Put 30 COK 20.09.2024
/ DE000PN8U792
BNP Paribas Put 30 COK 20.09.2024/ DE000PN8U792 /
| 2024-04-26 9:20:25 PM |
Chg.-0.010 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
0.350
Bid Size: 9,600 |
0.370
Ask Size: 9,600 |
CANCOM SE O.N. |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8U79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.07 |
| Time value: |
0.30 |
| Break-even: |
26.30 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.57 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
-20.45% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
0.810 |
0.270 |
| High (YTD): |
2024-03-19 |
0.610 |
| Low (YTD): |
2024-04-04 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.48% |
| Volatility 6M: |
|
112.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
