OverviewChartNewsTraderScreen

BNP Paribas Put 42 INTC 19.12.202.../  DE000PC1B121  /

Frankfurt Zert./BNP
2024-06-19  12:50:38 PM Chg.-0.150 Bid1:04:37 PM Ask1:04:37 PM Underlying Strike price Expiration date Option type
11.680EUR -1.27% 11.660
Bid Size: 8,500		 11.750
Ask Size: 8,500		 Intel Corporation 42.00 USD 2025-12-19 Put
 

Master data

WKN: PC1B12
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Put
Strike price: 42.00 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: -2.42
Leverage: Yes

Calculated values

Fair value: 10.76
Intrinsic value: 10.59
Implied volatility: 0.42
Historic volatility: 0.35
Parity: 10.59
Time value: 1.20
Break-even: 27.32
Moneyness: 1.37
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.26%
Delta: -0.60
Theta: 0.00
Omega: -1.44
Rho: -0.43
 

Quote data

Open: 11.590
High: 11.740
Low: 11.590
Previous Close: 11.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.43%
1 Month  
+8.85%
3 Months  
+86.88%
YTD  
+150.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.940 11.640
1M High / 1M Low: 12.040 10.610
6M High / 6M Low: 12.070 4.590
High (YTD): 2024-05-08 12.070
Low (YTD): 2024-01-25 4.890
52W High: - -
52W Low: - -
Avg. price 1W:   11.796
Avg. volume 1W:   0.000
Avg. price 1M:   11.613
Avg. volume 1M:   0.000
Avg. price 6M:   7.880
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.95%
Volatility 6M:   76.07%
Volatility 1Y:   -
Volatility 3Y:   -