BNP Paribas Put 82 BNR 20.09.2024
/ DE000PN8U4K4
BNP Paribas Put 82 BNR 20.09.2024/ DE000PN8U4K4 /
2024-05-28 11:08:42 AM |
Chg.+0.03 |
Bid4:22:59 PM |
Ask4:22:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.66EUR |
+1.84% |
1.68 Bid Size: 15,300 |
1.70 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: |
1.60 |
High: |
1.66 |
Low: |
1.60 |
Previous Close: |
1.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.93% |
1 Month |
|
|
+69.39% |
3 Months |
|
|
+232.00% |
YTD |
|
|
+196.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.47 |
1M High / 1M Low: |
1.69 |
0.76 |
6M High / 6M Low: |
1.69 |
0.44 |
High (YTD): |
2024-05-24 |
1.69 |
Low (YTD): |
2024-03-01 |
0.44 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.45% |
Volatility 6M: |
|
131.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |