BNP Paribas Put 38 INTC 16.01.2026
/ DE000PC1B196
BNP Paribas Put 38 INTC 16.01.202.../ DE000PC1B196 /
2024-09-20 10:50:45 AM |
Chg.+0.180 |
Bid11:07:33 AM |
Ask11:07:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
15.480EUR |
+1.18% |
15.480 Bid Size: 12,500 |
15.580 Ask Size: 12,500 |
Intel Corporation |
38.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC1B19 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Intel Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-07 |
Last trading day: |
2026-01-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.11 |
Intrinsic value: |
15.11 |
Implied volatility: |
0.63 |
Historic volatility: |
0.44 |
Parity: |
15.11 |
Time value: |
0.75 |
Break-even: |
18.19 |
Moneyness: |
1.80 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.07 |
Spread %: |
0.44% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-0.78 |
Rho: |
-0.37 |
Quote data
Open: |
15.340 |
High: |
15.480 |
Low: |
15.330 |
Previous Close: |
15.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.19% |
1 Month |
|
|
+0.78% |
3 Months |
|
|
+71.62% |
YTD |
|
|
+330.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.680 |
15.300 |
1M High / 1M Low: |
17.380 |
14.780 |
6M High / 6M Low: |
17.380 |
4.190 |
High (YTD): |
2024-09-10 |
17.380 |
Low (YTD): |
2024-01-25 |
3.720 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
16.159 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.32% |
Volatility 6M: |
|
106.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |