BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
| 17/06/2024 09:21:34 |
Chg.+0.17 |
Bid14:40:34 |
Ask14:40:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+4.93% |
3.88
Bid Size: 6,000 |
3.91
Ask Size: 6,000 |
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: |
-7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
2.55 |
| Time value: |
1.13 |
| Break-even: |
278.02 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
-0.58 |
| Theta: |
-0.05 |
| Omega: |
-4.55 |
| Rho: |
-1.04 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.56% |
| 1 Month |
|
|
+41.41% |
| 3 Months |
|
|
-15.22% |
| YTD |
|
|
-25.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
2.99 |
| 1M High / 1M Low: |
3.53 |
2.56 |
| 6M High / 6M Low: |
6.36 |
2.55 |
| High (YTD): |
19/04/2024 |
6.36 |
| Low (YTD): |
16/05/2024 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.28% |
| Volatility 6M: |
|
107.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
