BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
2024-05-23 12:21:27 PM |
Chg.-0.090 |
Bid1:00:57 PM |
Ask1:00:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
-3.10% |
2.770 Bid Size: 5,000 |
2.800 Ask Size: 5,000 |
SONOVA N |
300.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PC1L7Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.30 |
Historic volatility: |
0.26 |
Parity: |
1.03 |
Time value: |
1.87 |
Break-even: |
273.71 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
1.05% |
Delta: |
-0.48 |
Theta: |
-0.05 |
Omega: |
-4.80 |
Rho: |
-0.97 |
Quote data
Open: |
2.860 |
High: |
2.920 |
Low: |
2.810 |
Previous Close: |
2.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.16% |
1 Month |
|
|
-50.18% |
3 Months |
|
|
-15.62% |
YTD |
|
|
-42.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.450 |
2.440 |
1M High / 1M Low: |
5.810 |
2.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-18 |
6.070 |
Low (YTD): |
2024-05-16 |
2.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |