BNP Paribas Put 180 IBM 20.09.2024
/ DE000PC1H1A8
BNP Paribas Put 180 IBM 20.09.202.../ DE000PC1H1A8 /
2024-06-06 9:21:06 AM |
Chg.-0.030 |
Bid9:30:49 AM |
Ask9:30:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.460EUR |
-2.01% |
1.460 Bid Size: 6,500 |
1.470 Ask Size: 6,500 |
International Busine... |
180.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC1H1A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
International Business Machines Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 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: |
-9.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
1.30 |
Time value: |
0.29 |
Break-even: |
149.51 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
-0.66 |
Theta: |
-0.03 |
Omega: |
-6.33 |
Rho: |
-0.34 |
Quote data
Open: |
1.450 |
High: |
1.460 |
Low: |
1.450 |
Previous Close: |
1.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.43% |
1 Month |
|
|
-5.19% |
3 Months |
|
|
+128.13% |
YTD |
|
|
-19.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.640 |
1.490 |
1M High / 1M Low: |
1.640 |
1.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
2.170 |
Low (YTD): |
2024-03-12 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |