BNP Paribas Put 11 SZU 20.09.2024
/ DE000PC61VA7
BNP Paribas Put 11 SZU 20.09.2024/ DE000PC61VA7 /
| 5/30/2024 11:21:04 AM |
Chg.0.000 |
Bid5/30/2024 |
Ask5/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 31,000 |
0.150
Ask Size: 31,000 |
SUEDZUCKER AG O.N. |
11.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
PC61VA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-86.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-2.77 |
| Time value: |
0.16 |
| Break-even: |
10.84 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-9.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.120 |
| 1M High / 1M Low: |
0.210 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
