BNP Paribas Put 0.91 EUR/GBP 20.12.2024
/ DE000PC2N132
BNP Paribas Put 0.91 EUR/GBP 20.1.../ DE000PC2N132 /
| 2024-06-07 9:20:36 PM |
Chg.+0.240 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.380EUR |
+3.91% |
6.410
Bid Size: 30,000 |
6.430
Ask Size: 30,000 |
- |
0.91 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N13 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
7.17 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.04 |
| Parity: |
7.17 |
| Time value: |
-0.75 |
| Break-even: |
1.01 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-11.19 |
| Rho: |
0.00 |
Quote data
| Open: |
6.100 |
| High: |
6.390 |
| Low: |
6.100 |
| Previous Close: |
6.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.42% |
| 1 Month |
|
|
+22.69% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
+37.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.380 |
6.120 |
| 1M High / 1M Low: |
6.380 |
5.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-07 |
6.380 |
| Low (YTD): |
2024-01-02 |
4.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
