BNP Paribas Put 82 BNR 20.09.2024
/ DE000PN8U4K4
BNP Paribas Put 82 BNR 20.09.2024/ DE000PN8U4K4 /
| 2024-05-28 2:20:39 PM |
Chg.+0.040 |
Bid2:45:28 PM |
Ask2:45:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+2.45% |
1.690
Bid Size: 15,300 |
1.710
Ask Size: 15,300 |
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: |
-3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.63 |
| Time value: |
0.03 |
| Break-even: |
65.40 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
1.84% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-3.23 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.600 |
| High: |
1.680 |
| Low: |
1.580 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.17% |
| 1 Month |
|
|
+68.69% |
| 3 Months |
|
|
+234.00% |
| YTD |
|
|
+192.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.450 |
| 1M High / 1M Low: |
1.690 |
0.750 |
| 6M High / 6M Low: |
1.690 |
0.420 |
| High (YTD): |
2024-05-24 |
1.690 |
| Low (YTD): |
2024-03-01 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
20 |
| Avg. price 6M: |
|
0.782 |
| Avg. volume 6M: |
|
3.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.93% |
| Volatility 6M: |
|
133.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
