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BNP Paribas Put 200 DB1 20.09.202.../  DE000PC1FX87  /

Frankfurt Zert./BNP
2024-06-20  5:50:15 PM Chg.-0.050 Bid5:57:02 PM Ask5:57:02 PM Underlying Strike price Expiration date Option type
1.200EUR -4.00% 1.210
Bid Size: 3,600		 1.240
Ask Size: 3,600		 DEUTSCHE BOERSE NA O... 200.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1FX8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Put
Strike price: 200.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.77
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.10
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 1.10
Time value: 0.18
Break-even: 187.20
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 2.40%
Delta: -0.68
Theta: -0.02
Omega: -9.97
Rho: -0.35
 

Quote data

Open: 1.240
High: 1.270
Low: 1.200
Previous Close: 1.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.09%
1 Month
  -28.14%
3 Months
  -32.96%
YTD
  -36.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.970 1.240
1M High / 1M Low: 2.200 1.240
6M High / 6M Low: 2.220 1.240
High (YTD): 2024-05-14 2.220
Low (YTD): 2024-06-18 1.240
52W High: - -
52W Low: - -
Avg. price 1W:   1.552
Avg. volume 1W:   0.000
Avg. price 1M:   1.614
Avg. volume 1M:   0.000
Avg. price 6M:   1.737
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.97%
Volatility 6M:   147.13%
Volatility 1Y:   -
Volatility 3Y:   -