BNP Paribas Put 15 CBK 20.12.2024
/ DE000PC25DM5
BNP Paribas Put 15 CBK 20.12.2024/ DE000PC25DM5 /
| 2024-06-20 8:42:19 AM |
Chg.0.00 |
Bid4:06:52 PM |
Ask4:06:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
0.00% |
1.73
Bid Size: 15,000 |
1.74
Ask Size: 15,000 |
COMMERZBANK AG |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC25DM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.92 |
| Time value: |
0.94 |
| Break-even: |
13.15 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-3.93 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.66% |
| 1 Month |
|
|
+49.18% |
| 3 Months |
|
|
-44.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.46 |
| 1M High / 1M Low: |
2.01 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
