BNP Paribas Put 0.87 EUR/GBP 20.12.2024
/ DE000PC2N116
BNP Paribas Put 0.87 EUR/GBP 20.1.../ DE000PC2N116 /
| 20/09/2024 21:20:51 |
Chg.+0.240 |
Bid21:49:58 |
Ask21:49:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
+7.21% |
3.590
Bid Size: 15,000 |
3.610
Ask Size: 15,000 |
- |
0.87 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
PC2N11 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.87 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
22/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-27.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.04 |
| Parity: |
3.81 |
| Time value: |
-0.20 |
| Break-even: |
1.00 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-20.55 |
| Rho: |
0.00 |
Quote data
| Open: |
3.520 |
| High: |
3.590 |
| Low: |
3.430 |
| Previous Close: |
3.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.40% |
| 1 Month |
|
|
+51.27% |
| 3 Months |
|
|
+19.00% |
| YTD |
|
|
+76.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
2.930 |
| 1M High / 1M Low: |
3.570 |
2.360 |
| 6M High / 6M Low: |
3.570 |
1.800 |
| High (YTD): |
20/09/2024 |
3.570 |
| Low (YTD): |
07/08/2024 |
1.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.37% |
| Volatility 6M: |
|
91.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
