BNP Paribas Put 14 CLN 20.12.2024
/ DE000PC2XUG1
BNP Paribas Put 14 CLN 20.12.2024/ DE000PC2XUG1 /
2024-09-20 4:21:11 PM |
Chg.+0.220 |
Bid5:19:32 PM |
Ask5:19:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.190EUR |
+11.17% |
- Bid Size: - |
- Ask Size: - |
CLARIANT N |
14.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PC2XUG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
2.24 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
2.24 |
Time value: |
0.06 |
Break-even: |
12.45 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
1.77% |
Delta: |
-0.82 |
Theta: |
0.00 |
Omega: |
-4.44 |
Rho: |
-0.03 |
Quote data
Open: |
2.020 |
High: |
2.190 |
Low: |
2.020 |
Previous Close: |
1.970 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+14.06% |
1 Month |
|
|
+69.77% |
3 Months |
|
|
+87.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.190 |
1.690 |
1M High / 1M Low: |
2.190 |
1.220 |
6M High / 6M Low: |
2.600 |
0.660 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.635 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.417 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.30% |
Volatility 6M: |
|
163.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |