BNP Paribas Put 90 AFX 21.06.2024
/ DE000PN7BJN2
BNP Paribas Put 90 AFX 21.06.2024/ DE000PN7BJN2 /
| 2024-06-03 4:12:52 PM |
Chg.+0.010 |
Bid4:20:06 PM |
Ask4:20:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.620
Bid Size: 14,500 |
0.700
Ask Size: 14,500 |
CARL ZEISS MEDITEC A... |
90.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PN7BJN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.54 |
| Time value: |
0.08 |
| Break-even: |
83.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
8.93% |
| Delta: |
-0.76 |
| Theta: |
-0.05 |
| Omega: |
-10.55 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.540 |
| High: |
0.670 |
| Low: |
0.540 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+186.36% |
| 1 Month |
|
|
+162.50% |
| 3 Months |
|
|
+350.00% |
| YTD |
|
|
-1.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.220 |
| 1M High / 1M Low: |
0.620 |
0.140 |
| 6M High / 6M Low: |
1.390 |
0.061 |
| High (YTD): |
2024-01-04 |
0.810 |
| Low (YTD): |
2024-03-27 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.46% |
| Volatility 6M: |
|
295.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
