BNP Paribas Put 163.98 AIR 20.12.2024
/ DE000PC2WR91
BNP Paribas Put 163.98 AIR 20.12..../ DE000PC2WR91 /
| 2024-06-20 6:12:58 PM |
Chg.-0.06 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
163.98 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC2WR9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
163.98 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
1.61 |
| Time value: |
0.24 |
| Break-even: |
145.59 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-5.30 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.85 |
| High: |
1.86 |
| Low: |
1.81 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
+57.39% |
| 3 Months |
|
|
+53.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.86 |
| 1M High / 1M Low: |
2.23 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
