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BNP Paribas Put 360 MSF 20.12.202.../  DE000PC01SG6  /

Frankfurt Zert./BNP
2024-06-12  10:50:33 AM Chg.-0.040 Bid2024-06-12 Ask2024-06-12 Underlying Strike price Expiration date Option type
0.470EUR -7.84% 0.470
Bid Size: 31,000		 0.490
Ask Size: 31,000		 MICROSOFT DL-,000... 360.00 - 2024-12-20 Put
 

Master data

WKN: PC01SG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2024-12-20
Issue date: 2023-04-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -78.99
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -4.29
Time value: 0.51
Break-even: 354.90
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.00%
Delta: -0.16
Theta: -0.03
Omega: -12.56
Rho: -0.36
 

Quote data

Open: 0.480
High: 0.490
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.40%
1 Month
  -44.05%
3 Months
  -58.41%
YTD
  -80.00%
1 Year
  -89.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 0.860 0.510
6M High / 6M Low: 2.650 0.510
High (YTD): 2024-01-04 2.620
Low (YTD): 2024-06-11 0.510
52W High: 2023-09-26 5.640
52W Low: 2024-06-11 0.510
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   1.357
Avg. volume 6M:   0.000
Avg. price 1Y:   2.780
Avg. volume 1Y:   0.000
Volatility 1M:   171.86%
Volatility 6M:   130.13%
Volatility 1Y:   109.15%
Volatility 3Y:   -