BNP Paribas Put 240 UNP 16.01.2026
/ DE000PC1GJB2
BNP Paribas Put 240 UNP 16.01.202.../ DE000PC1GJB2 /
| 2024-06-20 9:00:38 AM |
Chg.-0.13 |
Bid7:04:22 PM |
Ask7:04:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-4.41% |
2.93
Bid Size: 4,000 |
2.96
Ask Size: 4,000 |
Union Pacific Corp |
240.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1GJB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.62 |
| Time value: |
1.29 |
| Break-even: |
194.22 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
3.19% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-3.26 |
| Rho: |
-1.95 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+26.46% |
| 3 Months |
|
|
+11.46% |
| YTD |
|
|
+6.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.76 |
| 1M High / 1M Low: |
3.01 |
2.23 |
| 6M High / 6M Low: |
3.07 |
2.15 |
| High (YTD): |
2024-04-19 |
3.07 |
| Low (YTD): |
2024-02-26 |
2.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.88% |
| Volatility 6M: |
|
60.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
