BNP Paribas Put 129 USD/JPY 20.12.2024
/ DE000PC2N3D9
BNP Paribas Put 129 USD/JPY 20.12.../ DE000PC2N3D9 /
2024-06-07 12:21:29 PM |
Chg.+0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.140 Bid Size: 20,000 |
0.160 Ask Size: 20,000 |
- |
129.00 JPY |
2024-12-20 |
Put |
Master data
WKN: |
PC2N3D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
129.00 JPY |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-16,508,430.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,146,847.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
14.47 |
Parity: |
-451,701.73 |
Time value: |
0.16 |
Break-even: |
21,896.47 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-99.83 |
Rho: |
0.00 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
-81.08% |
YTD |
|
|
-93.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.230 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
2.090 |
Low (YTD): |
2024-05-31 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |