BNP Paribas Put 7 SHA 21.06.2024
/ DE000PE84PK6
BNP Paribas Put 7 SHA 21.06.2024/ DE000PE84PK6 /
| 2024-05-24 9:20:31 PM |
Chg.+0.070 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+6.60% |
-
Bid Size: - |
-
Ask Size: - |
SCHAEFFLER AG INH. V... |
7.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PE84PK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHAEFFLER AG INH. VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-14 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.28 |
| Parity: |
1.09 |
| Time value: |
0.09 |
| Break-even: |
5.82 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.05 |
| Spread %: |
4.42% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-4.06 |
| Rho: |
0.00 |
Quote data
| Open: |
1.110 |
| High: |
1.130 |
| Low: |
1.100 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.87% |
| 3 Months |
|
|
+3.67% |
| YTD |
|
|
-35.80% |
| 1 Year |
|
|
-36.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.130 |
0.630 |
| 6M High / 6M Low: |
2.230 |
0.630 |
| High (YTD): |
2024-01-05 |
1.920 |
| Low (YTD): |
2024-05-10 |
0.630 |
| 52W High: |
2023-10-30 |
2.500 |
| 52W Low: |
2024-05-10 |
0.630 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.653 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
180.18% |
| Volatility 6M: |
|
132.78% |
| Volatility 1Y: |
|
99.23% |
| Volatility 3Y: |
|
- |
