BNP Paribas Knock-Out PUM
/ DE000PC1CWL3
BNP Paribas Knock-Out PUM/ DE000PC1CWL3 /
| 25/06/2024 14:19:38 |
Chg.+0.05 |
Bid15:05:25 |
Ask15:05:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+3.38% |
1.55
Bid Size: 30,000 |
1.56
Ask Size: 30,000 |
PUMA SE |
59.1238 EUR |
31/12/2078 |
Put |
Master data
| Issuer: |
BNP PARIBAS |
| WKN: |
PC1CWL |
| Currency: |
EUR |
| Underlying: |
PUMA SE |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
59.1238 EUR |
| Maturity: |
Endless |
| Issue date: |
08/12/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
-2.90 |
| Knock-out: |
59.1238 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-14.4738 |
| Distance to knock-out %: |
-32.42% |
| Distance to strike price: |
-14.4738 |
| Distance to strike price %: |
-32.42% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
3.36% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.48 |
| High: |
1.53 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.68% |
| 1 Month |
|
|
+31.90% |
| 3 Months |
|
|
-23.88% |
| YTD |
|
|
+54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.48 |
| 1M High / 1M Low: |
1.56 |
1.11 |
| 6M High / 6M Low: |
2.31 |
0.80 |
| High (YTD): |
31/01/2024 |
2.31 |
| Low (YTD): |
15/05/2024 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.70% |
| Volatility 6M: |
|
107.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
