BNP Paribas Put 300 SOON 20.09.2024
/ DE000PC1L7X1
BNP Paribas Put 300 SOON 20.09.20.../ DE000PC1L7X1 /
| 2024-05-10 10:19:35 AM |
Chg.+0.07 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
+1.74% |
-
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: |
4.09 |
| High: |
4.10 |
| Low: |
4.09 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.66% |
| 1 Month |
|
|
-17.84% |
| 3 Months |
|
|
+20.94% |
| YTD |
|
|
-6.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.42 |
4.03 |
| 1M High / 1M Low: |
6.10 |
4.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
6.10 |
| Low (YTD): |
2024-02-26 |
2.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
