BNP Paribas Put 32 VNA 20.09.2024
/ DE000PC1BSH1
BNP Paribas Put 32 VNA 20.09.2024/ DE000PC1BSH1 /
| 2024-05-30 10:09:03 AM |
Chg.- |
Bid9:41:35 AM |
Ask9:41:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.460
Bid Size: 100,000 |
0.480
Ask Size: 100,000 |
VONOVIA SE NA O.N. |
32.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BSH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.37 |
| Parity: |
0.38 |
| Time value: |
0.09 |
| Break-even: |
27.30 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.94 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.41% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.450 |
| 1M High / 1M Low: |
0.580 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
0.840 |
| Low (YTD): |
2024-05-20 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
