BNP Paribas Put 20 1U1 20.09.2024
/ DE000PC1LRY7
BNP Paribas Put 20 1U1 20.09.2024/ DE000PC1LRY7 /
| 2024-06-21 9:20:29 PM |
Chg.+0.010 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.420
Bid Size: 10,000 |
0.440
Ask Size: 10,000 |
1+1 AG INH O.N. |
20.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PC1LRY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
0.40 |
| Time value: |
0.04 |
| Break-even: |
15.60 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-2.74 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.400 |
| 1M High / 1M Low: |
0.420 |
0.280 |
| 6M High / 6M Low: |
0.480 |
0.260 |
| High (YTD): |
2024-03-22 |
0.480 |
| Low (YTD): |
2024-01-24 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.97% |
| Volatility 6M: |
|
84.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
