BNP Paribas Put 170 IBM 20.09.2024
/ DE000PC1H094
BNP Paribas Put 170 IBM 20.09.202.../ DE000PC1H094 /
| 2024-06-05 9:12:33 AM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
-
Bid Size: - |
-
Ask Size: - |
International Busine... |
170.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1H09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.58 |
| Break-even: |
146.52 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-8.05 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
-18.97% |
| 3 Months |
|
|
+118.60% |
| YTD |
|
|
-24.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.780 |
| 1M High / 1M Low: |
1.080 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.510 |
| Low (YTD): |
2024-03-13 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
