BNP Paribas Put 18 1U1 20.12.2024
/ DE000PC69WU6
BNP Paribas Put 18 1U1 20.12.2024/ DE000PC69WU6 /
2024-06-20 6:11:23 PM |
Chg.- |
Bid8:00:47 AM |
Ask8:00:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.00EUR |
- |
2.01 Bid Size: 3,980 |
2.09 Ask Size: 3,980 |
1+1 AG INH O.N. |
18.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PC69WU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-7.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.24 |
Historic volatility: |
0.33 |
Parity: |
1.88 |
Time value: |
0.21 |
Break-even: |
15.91 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
3.98% |
Delta: |
-0.68 |
Theta: |
0.00 |
Omega: |
-5.22 |
Rho: |
-0.06 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.00 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+41.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.04 |
1.99 |
1M High / 1M Low: |
2.04 |
1.41 |
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: |
|
1.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |