BNP Paribas Put 150 BEI 20.09.2024
/ DE000PC1H672
BNP Paribas Put 150 BEI 20.09.202.../ DE000PC1H672 /
| 5/31/2024 9:50:12 PM |
Chg.-0.130 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-14.29% |
0.770
Bid Size: 3,897 |
0.790
Ask Size: 3,798 |
BEIERSDORF AG O.N. |
150.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.57 |
| Time value: |
0.23 |
| Break-even: |
142.10 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-10.77 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.780 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.86% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
-56.67% |
| YTD |
|
|
-51.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.720 |
| 1M High / 1M Low: |
0.990 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/9/2024 |
2.160 |
| Low (YTD): |
5/22/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
