BNP Paribas Put 75 BNR 20.09.2024
/ DE000PN8U4G2
BNP Paribas Put 75 BNR 20.09.2024/ DE000PN8U4G2 /
| 2024-06-07 11:07:09 AM |
Chg.-0.02 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-1.94% |
1.01
Bid Size: 15,900 |
1.03
Ask Size: 15,900 |
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: |
-6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
0.02 |
| Break-even: |
64.60 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-5.02 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.78% |
| 1 Month |
|
|
+129.55% |
| 3 Months |
|
|
+225.81% |
| YTD |
|
|
+225.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.92 |
| 1M High / 1M Low: |
1.05 |
0.37 |
| 6M High / 6M Low: |
1.05 |
0.23 |
| High (YTD): |
2024-06-04 |
1.05 |
| Low (YTD): |
2024-03-01 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.30% |
| Volatility 6M: |
|
156.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
