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BNP Paribas Put 12.5 EOAN 20.12.2.../  DE000PC03TK2  /

Frankfurt Zert./BNP
2024-06-06  10:50:15 AM Chg.0.000 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.650EUR 0.00% 0.650
Bid Size: 49,000		 0.660
Ask Size: 49,000		 E.ON SE NA O.N. 12.50 - 2024-12-20 Put
 

Master data

WKN: PC03TK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: E.ON SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 12.50 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -19.17
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.15
Time value: 0.66
Break-even: 11.84
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.13%
Delta: -0.39
Theta: 0.00
Omega: -7.53
Rho: -0.03
 

Quote data

Open: 0.650
High: 0.660
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.75%
1 Month
  -26.97%
3 Months
  -48.00%
YTD
  -46.72%
1 Year
  -63.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.650
1M High / 1M Low: 0.890 0.550
6M High / 6M Low: 1.410 0.550
High (YTD): 2024-02-16 1.410
Low (YTD): 2024-05-16 0.550
52W High: 2023-10-03 2.290
52W Low: 2024-05-16 0.550
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.707
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   1.379
Avg. volume 1Y:   0.000
Volatility 1M:   130.64%
Volatility 6M:   104.64%
Volatility 1Y:   87.52%
Volatility 3Y:   -