BNP Paribas Put 110 GXI 20.12.2024
/ DE000PC2YBQ8
BNP Paribas Put 110 GXI 20.12.202.../ DE000PC2YBQ8 /
| 2024-05-30 9:20:54 AM |
Chg.+0.010 |
Bid10:07:36 AM |
Ask10:07:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
+0.63% |
1.570
Bid Size: 10,750 |
1.590
Ask Size: 10,750 |
GERRESHEIMER AG |
110.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC2YBQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
0.77 |
| Time value: |
0.85 |
| Break-even: |
93.80 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.89% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-3.16 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.600 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-8.05% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.400 |
| 1M High / 1M Low: |
2.130 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
