BNP Paribas Put 82 BNR 20.09.2024
/ DE000PN8U4K4
BNP Paribas Put 82 BNR 20.09.2024/ DE000PN8U4K4 /
| 2024-05-23 9:50:17 PM |
Chg.+0.070 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+4.43% |
1.650
Bid Size: 2,980 |
1.680
Ask Size: 2,980 |
BRENNTAG SE NA O.N. |
82.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8U4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.42 |
| Time value: |
0.18 |
| Break-even: |
66.00 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-3.01 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.560 |
| High: |
1.660 |
| Low: |
1.540 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.71% |
| 1 Month |
|
|
+73.68% |
| 3 Months |
|
|
+236.73% |
| YTD |
|
|
+189.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.390 |
| 1M High / 1M Low: |
1.580 |
0.750 |
| 6M High / 6M Low: |
1.580 |
0.420 |
| High (YTD): |
2024-05-22 |
1.580 |
| Low (YTD): |
2024-03-01 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.059 |
| Avg. volume 1M: |
|
19.048 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
3.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.54% |
| Volatility 6M: |
|
133.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
