BNP Paribas Put 137 USD/JPY 20.12.2024
/ DE000PC2N3G2
BNP Paribas Put 137 USD/JPY 20.12.../ DE000PC2N3G2 /
| 2024-05-31 9:20:38 PM |
Chg.-0.030 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.400
Bid Size: 20,000 |
0.420
Ask Size: 20,000 |
- |
137.00 JPY |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N3G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
137.00 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: |
-6,385,431.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,288,142.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
14.43 |
| Parity: |
-345,755.16 |
| Time value: |
0.42 |
| Break-even: |
23,361.25 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-117.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-72.60% |
| YTD |
|
|
-91.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
1.000 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.350 |
| Low (YTD): |
2024-05-28 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
