OverviewChartNewsTraderScreen

BNP Paribas Put 195 DB1 20.09.202.../  DE000PC1FX79  /

EUWAX
2024-06-20  10:15:58 AM Chg.-0.070 Bid6:56:42 PM Ask6:56:42 PM Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.900
Bid Size: 4,400		 0.930
Ask Size: 4,400		 DEUTSCHE BOERSE NA O... 195.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1FX7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Put
Strike price: 195.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.69
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.60
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.60
Time value: 0.36
Break-even: 185.40
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 3.23%
Delta: -0.57
Theta: -0.03
Omega: -11.28
Rho: -0.30
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -19.30%
3 Months
  -36.55%
YTD
  -42.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 0.990
1M High / 1M Low: 1.780 0.810
6M High / 6M Low: 1.830 0.810
High (YTD): 2024-01-03 1.830
Low (YTD): 2024-06-06 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   1.178
Avg. volume 1W:   0.000
Avg. price 1M:   1.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.64%
Volatility 6M:   157.86%
Volatility 1Y:   -
Volatility 3Y:   -