BNP Paribas Put 150 BEI 20.09.2024
/ DE000PC1H672
BNP Paribas Put 150 BEI 20.09.202.../ DE000PC1H672 /
| 10/06/2024 21:50:12 |
Chg.+0.040 |
Bid10/06/2024 |
Ask10/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
150.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC1H67 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.50 |
| Time value: |
0.29 |
| Break-even: |
142.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-10.61 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.780 |
| High: |
0.840 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+15.94% |
| 3 Months |
|
|
-48.72% |
| YTD |
|
|
-50.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
0.910 |
0.680 |
| 6M High / 6M Low: |
2.160 |
0.680 |
| High (YTD): |
09/04/2024 |
2.160 |
| Low (YTD): |
22/05/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.60% |
| Volatility 6M: |
|
111.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
