BNP Paribas Put 45 MBG 17.12.2027
/ DE000PC30P22
BNP Paribas Put 45 MBG 17.12.2027/ DE000PC30P22 /
| 2024-09-20 9:50:22 PM |
Chg.+0.120 |
Bid9:54:01 PM |
Ask9:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+19.35% |
0.740
Bid Size: 15,000 |
0.790
Ask Size: 15,000 |
MERCEDES-BENZ GROUP ... |
45.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30P2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-1.00 |
| Time value: |
0.79 |
| Break-even: |
37.10 |
| Moneyness: |
0.82 |
| Premium: |
0.33 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
6.76% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-1.50 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.730 |
| High: |
0.740 |
| Low: |
0.690 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+25.42% |
| 3 Months |
|
|
+45.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.750 |
0.580 |
| 6M High / 6M Low: |
0.750 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.94% |
| Volatility 6M: |
|
70.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
