BNP Paribas Put 155 USD/JPY 16.08.2024
/ DE000PC7PTQ7
BNP Paribas Put 155 USD/JPY 16.08.../ DE000PC7PTQ7 /
2024-06-13 4:21:19 PM |
Chg.-0.130 |
Bid4:43:56 PM |
Ask4:43:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.330EUR |
-8.90% |
1.310 Bid Size: 20,000 |
1.320 Ask Size: 20,000 |
- |
155.00 JPY |
2024-08-16 |
Put |
Master data
WKN: |
PC7PTQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 JPY |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-08-15 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,882,388.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,601,546.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
14.39 |
Parity: |
-29,242.51 |
Time value: |
1.41 |
Break-even: |
26,249.24 |
Moneyness: |
0.99 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-741.57 |
Rho: |
-0.02 |
Quote data
Open: |
1.300 |
High: |
1.340 |
Low: |
1.290 |
Previous Close: |
1.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.72% |
1 Month |
|
|
-38.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.430 |
1M High / 1M Low: |
2.510 |
1.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.803 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |