BNP Paribas Put 400 SRT3 20.12.2024
/ DE000PE85G90
BNP Paribas Put 400 SRT3 20.12.20.../ DE000PE85G90 /
2024-06-06 6:09:47 PM |
Chg.-0.04 |
Bid7:21:49 PM |
Ask7:21:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
-2.58% |
1.51 Bid Size: 8,500 |
1.53 Ask Size: 8,500 |
SARTORIUS AG VZO O.N... |
400.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PE85G9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.62 |
Historic volatility: |
0.46 |
Parity: |
1.54 |
Time value: |
0.03 |
Break-even: |
243.00 |
Moneyness: |
1.62 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
-0.79 |
Theta: |
-0.05 |
Omega: |
-1.23 |
Rho: |
-1.89 |
Quote data
Open: |
1.54 |
High: |
1.54 |
Low: |
1.48 |
Previous Close: |
1.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.03% |
1 Month |
|
|
+22.76% |
3 Months |
|
|
+93.59% |
YTD |
|
|
+55.67% |
1 Year |
|
|
+60.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.64 |
1.55 |
1M High / 1M Low: |
1.64 |
1.14 |
6M High / 6M Low: |
1.64 |
0.65 |
High (YTD): |
2024-06-04 |
1.64 |
Low (YTD): |
2024-03-22 |
0.65 |
52W High: |
2023-10-30 |
1.82 |
52W Low: |
2024-03-22 |
0.65 |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.06 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
62.61% |
Volatility 6M: |
|
89.23% |
Volatility 1Y: |
|
89.02% |
Volatility 3Y: |
|
- |