BNP Paribas Put 38 INTC 16.08.2024
/ DE000PC5DBC5
BNP Paribas Put 38 INTC 16.08.202.../ DE000PC5DBC5 /
| 2024-06-14 9:50:32 PM |
Chg.+0.120 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.190EUR |
+1.70% |
7.150
Bid Size: 7,500 |
7.170
Ask Size: 7,500 |
Intel Corporation |
38.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
PC5DBC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.05 |
| Intrinsic value: |
7.05 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
7.05 |
| Time value: |
0.12 |
| Break-even: |
28.33 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-3.42 |
| Rho: |
-0.05 |
Quote data
| Open: |
7.100 |
| High: |
7.440 |
| Low: |
7.100 |
| Previous Close: |
7.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
+10.45% |
| 3 Months |
|
|
+276.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.190 |
6.820 |
| 1M High / 1M Low: |
7.470 |
5.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
