BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
| 23/09/2024 09:53:19 |
Chg.+0.29 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+15.43% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
300.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC1L7Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
1.14 |
| Break-even: |
294.13 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.39% |
| Delta: |
-0.54 |
| Theta: |
-0.08 |
| Omega: |
-7.58 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
-45.20% |
| YTD |
|
|
-55.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.59 |
| 1M High / 1M Low: |
2.34 |
1.57 |
| 6M High / 6M Low: |
6.36 |
1.57 |
| High (YTD): |
19/04/2024 |
6.36 |
| Low (YTD): |
13/09/2024 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.60% |
| Volatility 6M: |
|
132.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
