BNP Paribas Put 29.5 VNA 20.09.2024
/ DE000PC1BSD0
BNP Paribas Put 29.5 VNA 20.09.20.../ DE000PC1BSD0 /
| 2024-05-30 9:50:15 PM |
Chg.-0.010 |
Bid9:55:21 PM |
Ask9:55:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.280
Bid Size: 20,000 |
0.300
Ask Size: 20,000 |
VONOVIA SE NA O.N. |
29.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BSD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.37 |
| Parity: |
0.16 |
| Time value: |
0.15 |
| Break-even: |
26.40 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-4.86 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.290 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-15 |
0.640 |
| Low (YTD): |
2024-05-17 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
