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BNP Paribas Put 38 INTC 19.12.202.../  DE000PC1B105  /

Frankfurt Zert./BNP
2024-09-20  6:50:32 PM Chg.+0.460 Bid6:54:41 PM Ask6:54:41 PM Underlying Strike price Expiration date Option type
15.730EUR +3.01% 15.740
Bid Size: 24,000		 15.810
Ask Size: 24,000		 Intel Corporation 38.00 USD 2025-12-19 Put
 

Master data

WKN: PC1B10
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Put
Strike price: 38.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-07
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -1.23
Leverage: Yes

Calculated values

Fair value: 15.11
Intrinsic value: 15.11
Implied volatility: 0.58
Historic volatility: 0.44
Parity: 15.11
Time value: 0.30
Break-even: 18.64
Moneyness: 1.80
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.07
Spread %: 0.46%
Delta: -0.70
Theta: 0.00
Omega: -0.86
Rho: -0.36
 

Quote data

Open: 15.310
High: 15.850
Low: 15.300
Previous Close: 15.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.53%
1 Month  
+2.61%
3 Months  
+76.74%
YTD  
+349.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.650 15.270
1M High / 1M Low: 17.350 14.740
6M High / 6M Low: 17.350 4.090
High (YTD): 2024-09-10 17.350
Low (YTD): 2024-01-25 3.640
52W High: - -
52W Low: - -
Avg. price 1W:   15.708
Avg. volume 1W:   0.000
Avg. price 1M:   16.131
Avg. volume 1M:   0.000
Avg. price 6M:   10.047
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.08%
Volatility 6M:   107.96%
Volatility 1Y:   -
Volatility 3Y:   -