BNP Paribas Put 32 NEM 20.12.2024/  DE000PC37RT5  /

EUWAX
2024-06-19  12:56:46 PM Chg.-0.012 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.047EUR -20.34% -
Bid Size: -
-
Ask Size: -
Newmont Corporation 32.00 USD 2024-12-20 Put
 

Master data

WKN: PC37RT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newmont Corporation
Type: Warrant
Option type: Put
Strike price: 32.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.76
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -0.91
Time value: 0.09
Break-even: 28.89
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 68.52%
Delta: -0.13
Theta: -0.01
Omega: -5.77
Rho: -0.03
 

Quote data

Open: 0.053
High: 0.053
Low: 0.047
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.88%
1 Month
  -14.55%
3 Months
  -81.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.059
1M High / 1M Low: 0.073 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -