BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
| 6/3/2024 9:08:41 AM |
Chg.-0.37 |
Bid5:15:17 PM |
Ask5:15:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
-10.48% |
3.42
Bid Size: 5,000 |
3.45
Ask Size: 5,000 |
SONOVA N |
300.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PC1L7Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
1.64 |
| Time value: |
1.68 |
| Break-even: |
273.26 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-4.46 |
| Rho: |
-0.99 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.61% |
| 1 Month |
|
|
-34.85% |
| 3 Months |
|
|
-29.46% |
| YTD |
|
|
-34.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
2.71 |
| 1M High / 1M Low: |
4.85 |
2.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/19/2024 |
6.36 |
| Low (YTD): |
5/16/2024 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
