BNP Paribas Put 88 BNR 20.09.2024
/ DE000PN8U4M0
BNP Paribas Put 88 BNR 20.09.2024/ DE000PN8U4M0 /
2024-05-20 9:50:14 PM |
Chg.+0.050 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
2.030EUR |
+2.53% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
88.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PN8U4M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.83 |
Implied volatility: |
0.51 |
Historic volatility: |
0.19 |
Parity: |
1.83 |
Time value: |
0.19 |
Break-even: |
67.80 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.51% |
Delta: |
-0.73 |
Theta: |
-0.02 |
Omega: |
-2.51 |
Rho: |
-0.24 |
Quote data
Open: |
1.950 |
High: |
2.030 |
Low: |
1.950 |
Previous Close: |
1.980 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+12.15% |
1 Month |
|
|
+31.82% |
3 Months |
|
|
+111.46% |
YTD |
|
|
+128.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.030 |
1.810 |
1M High / 1M Low: |
2.030 |
1.220 |
6M High / 6M Low: |
2.030 |
0.700 |
High (YTD): |
2024-05-20 |
2.030 |
Low (YTD): |
2024-03-01 |
0.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.159 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.00% |
Volatility 6M: |
|
110.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |