BNP Paribas Put 13.5 EOAN 20.09.2024
/ DE000PC1FWX1
BNP Paribas Put 13.5 EOAN 20.09.2.../ DE000PC1FWX1 /
| 2024-06-06 10:15:00 AM |
Chg.+0.02 |
Bid12:04:48 PM |
Ask12:04:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+1.96% |
1.04
Bid Size: 27,000 |
1.06
Ask Size: 27,000 |
E.ON SE NA O.N. |
13.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1FWX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.85 |
| Time value: |
0.20 |
| Break-even: |
12.45 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-7.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.11% |
| 1 Month |
|
|
-25.18% |
| 3 Months |
|
|
-45.55% |
| YTD |
|
|
-42.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.02 |
| 1M High / 1M Low: |
1.39 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-27 |
2.15 |
| Low (YTD): |
2024-05-16 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
69.57 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
