BNP Paribas Put 31 VNA 20.12.2024
/ DE000PC1BSL3
BNP Paribas Put 31 VNA 20.12.2024/ DE000PC1BSL3 /
| 30/05/2024 10:09:03 |
Chg.+0.010 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
31.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC1BSL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.37 |
| Parity: |
0.31 |
| Time value: |
0.16 |
| Break-even: |
26.30 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-3.32 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-34.33% |
| YTD |
|
|
-16.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
16/04/2024 |
0.770 |
| Low (YTD): |
20/05/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
