BNP Paribas Put 170 IBM 21.06.2024
/ DE000PC1H052
BNP Paribas Put 170 IBM 21.06.202.../ DE000PC1H052 /
| 6/5/2024 9:12:30 AM |
Chg.-0.080 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-15.09% |
-
Bid Size: - |
-
Ask Size: - |
International Busine... |
170.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
PC1H05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.11 |
| Break-even: |
151.22 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.68 |
| Theta: |
-0.07 |
| Omega: |
-20.87 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.16% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
+95.65% |
| YTD |
|
|
-57.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.310 |
| 1M High / 1M Low: |
0.670 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/5/2024 |
1.340 |
| Low (YTD): |
5/23/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
539.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
