BNP Paribas Put 32 NEM 20.12.2024
/ DE000PC37RT5
BNP Paribas Put 32 NEM 20.12.2024/ DE000PC37RT5 /
| 2024-06-20 10:09:54 AM |
Chg.+0.004 |
Bid11:47:29 AM |
Ask11:47:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+8.51% |
0.051
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
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: |
-42.73 |
| 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: |
28.87 |
| Moneyness: |
0.77 |
| Premium: |
0.26 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
75.00% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-5.77 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.88% |
| 1 Month |
|
|
+10.87% |
| 3 Months |
|
|
-81.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.047 |
| 1M High / 1M Low: |
0.073 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
