BNP Paribas Put 260 UNP 16.01.2026
/ DE000PC1GJD8
BNP Paribas Put 260 UNP 16.01.202.../ DE000PC1GJD8 /
| 6/20/2024 9:00:38 AM |
Chg.-0.17 |
Bid6:18:36 PM |
Ask6:18:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
-4.15% |
4.05
Bid Size: 6,000 |
4.08
Ask Size: 6,000 |
Union Pacific Corp |
260.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC1GJD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
3.48 |
| Time value: |
0.55 |
| Break-even: |
201.63 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.10 |
| Spread %: |
2.54% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-2.85 |
| Rho: |
-2.44 |
Quote data
| Open: |
3.93 |
| High: |
3.93 |
| Low: |
3.93 |
| Previous Close: |
4.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.34% |
| 1 Month |
|
|
+28.01% |
| 3 Months |
|
|
+15.59% |
| YTD |
|
|
+12.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
3.84 |
| 1M High / 1M Low: |
4.14 |
3.07 |
| 6M High / 6M Low: |
4.14 |
2.90 |
| High (YTD): |
6/14/2024 |
4.14 |
| Low (YTD): |
2/26/2024 |
2.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
58.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
