BNP Paribas Put 15 1U1 20.12.2024
/ DE000PC69WT8
BNP Paribas Put 15 1U1 20.12.2024/ DE000PC69WT8 /
| 2024-09-26 6:09:32 PM |
Chg.-0.12 |
Bid6:10:20 PM |
Ask6:10:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-6.74% |
1.65
Bid Size: 3,680 |
1.72
Ask Size: 3,680 |
1+1 AG INH O.N. |
15.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PC69WT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
1.38 |
| Time value: |
0.46 |
| Break-even: |
13.16 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
3.95% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-4.75 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.74 |
| High: |
1.78 |
| Low: |
1.66 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.21% |
| 1 Month |
|
|
-4.60% |
| 3 Months |
|
|
+59.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.67 |
| 1M High / 1M Low: |
1.91 |
1.51 |
| 6M High / 6M Low: |
2.11 |
0.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.56% |
| Volatility 6M: |
|
112.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
