BNP Paribas Put 300 SOON 20.09.2024
/ DE000PC1L7X1
BNP Paribas Put 300 SOON 20.09.20.../ DE000PC1L7X1 /
| 21/06/2024 09:07:08 |
Chg.-0.11 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
-3.17% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
300.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PC1L7X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
3.26 |
| Time value: |
0.25 |
| Break-even: |
278.64 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
1.74% |
| Delta: |
-0.75 |
| Theta: |
-0.04 |
| Omega: |
-6.02 |
| Rho: |
-0.61 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
3.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
+53.42% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-23.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.99 |
| 1M High / 1M Low: |
3.47 |
2.06 |
| 6M High / 6M Low: |
6.10 |
1.93 |
| High (YTD): |
19/04/2024 |
6.10 |
| Low (YTD): |
16/05/2024 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.04% |
| Volatility 6M: |
|
142.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
