BNP Paribas Put 13.8 CBK 20.09.2024
/ DE000PC25DJ1
BNP Paribas Put 13.8 CBK 20.09.20.../ DE000PC25DJ1 /
| 2024-06-14 9:50:12 PM |
Chg.+0.330 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+48.53% |
1.010
Bid Size: 3,800 |
1.030
Ask Size: 3,800 |
COMMERZBANK AG |
13.80 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC25DJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.04 |
| Time value: |
1.00 |
| Break-even: |
12.77 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-5.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.670 |
| High: |
1.120 |
| Low: |
0.670 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+165.79% |
| 1 Month |
|
|
+87.04% |
| 3 Months |
|
|
-58.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.430 |
| 1M High / 1M Low: |
1.010 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
