BNP Paribas Put 205 DB1 20.12.2024
/ DE000PC05J88
BNP Paribas Put 205 DB1 20.12.202.../ DE000PC05J88 /
2024-09-20 9:50:22 PM |
Chg.-0.140 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-20.90% |
0.530 Bid Size: 6,000 |
0.560 Ask Size: 6,000 |
DEUTSCHE BOERSE NA O... |
205.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PC05J8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
205.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-37.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
-0.32 |
Time value: |
0.56 |
Break-even: |
199.40 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
5.66% |
Delta: |
-0.38 |
Theta: |
-0.03 |
Omega: |
-14.23 |
Rho: |
-0.21 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.500 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
-53.10% |
3 Months |
|
|
-67.08% |
YTD |
|
|
-77.64% |
1 Year |
|
|
-87.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.530 |
1M High / 1M Low: |
1.130 |
0.530 |
6M High / 6M Low: |
2.720 |
0.530 |
High (YTD): |
2024-05-14 |
2.720 |
Low (YTD): |
2024-09-20 |
0.530 |
52W High: |
2023-10-27 |
5.030 |
52W Low: |
2024-09-20 |
0.530 |
Avg. price 1W: |
|
0.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.757 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.823 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.451 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.85% |
Volatility 6M: |
|
143.76% |
Volatility 1Y: |
|
112.20% |
Volatility 3Y: |
|
- |