BNP Paribas Put 24 BAYN 21.02.2025
/ DE000PG98J09
BNP Paribas Put 24 BAYN 21.02.202.../ DE000PG98J09 /
| 1/24/2025 9:50:18 PM |
Chg.+0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
0.300
Bid Size: 20,000 |
0.340
Ask Size: 20,000 |
BAYER AG NA O.N. |
24.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
PG98J0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
0.31 |
| Time value: |
0.03 |
| Break-even: |
20.60 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
13.33% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-4.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-40.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
-34.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.500 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.500 |
| Low (YTD): |
1/21/2025 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |