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BNP Paribas Put 75 BNR 20.09.2024/  DE000PN8U4G2  /

Frankfurt Zert./BNP
2024-05-28  12:20:38 PM Chg.+0.040 Bid12:31:39 PM Ask12:31:39 PM Underlying Strike price Expiration date Option type
0.980EUR +4.26% 0.980
Bid Size: 16,200		 1.000
Ask Size: 16,200		 BRENNTAG SE NA O.N. 75.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8U4G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.77
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.93
Time value: 0.04
Break-even: 65.30
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 3.19%
Delta: -0.77
Theta: -0.01
Omega: -5.19
Rho: -0.19
 

Quote data

Open: 0.910
High: 0.980
Low: 0.900
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.50%
1 Month  
+84.91%
3 Months  
+276.92%
YTD  
+216.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.800
1M High / 1M Low: 1.000 0.370
6M High / 6M Low: 1.000 0.220
High (YTD): 2024-05-24 1.000
Low (YTD): 2024-03-01 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.92%
Volatility 6M:   153.78%
Volatility 1Y:   -
Volatility 3Y:   -