BNP Paribas Put 300 SOON 20.09.2024
/ DE000PC1L7X1
BNP Paribas Put 300 SOON 20.09.20.../ DE000PC1L7X1 /
| 2024-05-10 4:21:07 PM |
Chg.-0.310 |
Bid5:19:52 PM |
Ask5:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
-7.64% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
300.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PC1L7X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
3.18 |
| Time value: |
0.62 |
| Break-even: |
269.29 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
-0.66 |
| Theta: |
-0.05 |
| Omega: |
-4.80 |
| Rho: |
-0.80 |
Quote data
| Open: |
3.990 |
| High: |
4.050 |
| Low: |
3.750 |
| Previous Close: |
4.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.35% |
| 1 Month |
|
|
-26.04% |
| 3 Months |
|
|
+13.29% |
| YTD |
|
|
-15.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
3.750 |
| 1M High / 1M Low: |
5.780 |
3.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-18 |
5.780 |
| Low (YTD): |
2024-02-23 |
2.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
