BNP Paribas Put 151 USD/JPY 20.12.2024
/ DE000PC3QJW3
BNP Paribas Put 151 USD/JPY 20.12.../ DE000PC3QJW3 /
19/06/2024 11:21:09 |
Chg.-0.070 |
Bid11:26:37 |
Ask11:26:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
-3.55% |
1.910 Bid Size: 20,000 |
1.920 Ask Size: 20,000 |
- |
151.00 JPY |
20/12/2024 |
Put |
Master data
WKN: |
PC3QJW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
151.00 JPY |
Maturity: |
20/12/2024 |
Issue date: |
22/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,371,408.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,512,058.97 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
14.29 |
Parity: |
-116,155.95 |
Time value: |
1.95 |
Break-even: |
25,580.89 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-230.80 |
Rho: |
-0.02 |
Quote data
Open: |
1.900 |
High: |
1.920 |
Low: |
1.900 |
Previous Close: |
1.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.30% |
1 Month |
|
|
-30.91% |
3 Months |
|
|
-63.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.270 |
1.970 |
1M High / 1M Low: |
2.930 |
1.970 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.358 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |