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BNP Paribas Put 350 MSF 20.12.202.../  DE000PC01SF8  /

Frankfurt Zert./BNP
2024-06-11  9:50:40 PM Chg.-0.030 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.410EUR -6.82% 0.400
Bid Size: 34,000		 0.410
Ask Size: 34,000		 MICROSOFT DL-,000... 350.00 - 2024-12-20 Put
 

Master data

WKN: PC01SF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-04-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -88.34
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -4.75
Time value: 0.45
Break-even: 345.50
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.27%
Delta: -0.14
Theta: -0.03
Omega: -12.50
Rho: -0.32
 

Quote data

Open: 0.440
High: 0.460
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.31%
1 Month
  -39.71%
3 Months
  -63.06%
YTD
  -79.80%
1 Year
  -90.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.440
1M High / 1M Low: 0.700 0.440
6M High / 6M Low: 2.300 0.440
High (YTD): 2024-01-04 2.270
Low (YTD): 2024-06-10 0.440
52W High: 2023-09-26 5.030
52W Low: 2024-06-10 0.440
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   1.163
Avg. volume 6M:   0.000
Avg. price 1Y:   2.448
Avg. volume 1Y:   0.000
Volatility 1M:   183.35%
Volatility 6M:   131.75%
Volatility 1Y:   111.11%
Volatility 3Y:   -