BNP Paribas Put 135 BEI 20.12.2024
/ DE000PC2W3N7
BNP Paribas Put 135 BEI 20.12.202.../ DE000PC2W3N7 /
| 11/06/2024 08:33:29 |
Chg.0.000 |
Bid11:53:04 |
Ask11:53:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.410
Bid Size: 15,000 |
0.420
Ask Size: 15,000 |
BEIERSDORF AG O.N. |
135.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2W3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-36.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.92 |
| Time value: |
0.39 |
| Break-even: |
131.10 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-9.81 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-53.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.420 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
