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BNP Paribas Put 38 INTC 16.01.202.../  DE000PC1B196  /

Frankfurt Zert./BNP
2024-09-20  1:50:50 PM Chg.+0.240 Bid2:01:09 PM Ask2:01:09 PM Underlying Strike price Expiration date Option type
15.540EUR +1.57% 15.510
Bid Size: 12,500		 15.610
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: 15.540
Low: 15.330
Previous Close: 15.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.83%
1 Month  
+1.17%
3 Months  
+72.28%
YTD  
+331.67%
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:   -