BNP Paribas Put 40 G1A 20.12.2024
/ DE000PC39VN6
BNP Paribas Put 40 G1A 20.12.2024/ DE000PC39VN6 /
| 07/06/2024 21:20:30 |
Chg.-0.040 |
Bid21:43:10 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
0.330
Bid Size: 9,091 |
-
Ask Size: - |
GEA GROUP AG |
40.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC39VN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.10 |
| Break-even: |
36.20 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-5.71 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
-29.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
