BNP Paribas Put 450 MUV2 20.06.20.../  DE000PC1FCM6  /

Frankfurt Zert./BNP
2024-06-17  7:50:21 PM Chg.-0.140 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
3.450EUR -3.90% 3.450
Bid Size: 5,300
3.510
Ask Size: 5,300
MUENCH.RUECKVERS.VNA... 450.00 EUR 2025-06-20 Put
 

Master data

WKN: PC1FCM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Put
Strike price: 450.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-08
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.55
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -0.68
Time value: 3.64
Break-even: 413.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 1.68%
Delta: -0.37
Theta: -0.04
Omega: -4.67
Rho: -2.08
 

Quote data

Open: 3.580
High: 3.640
Low: 3.450
Previous Close: 3.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month  
+3.29%
3 Months
  -20.51%
YTD
  -60.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.590 3.130
1M High / 1M Low: 3.720 3.130
6M High / 6M Low: 8.850 3.130
High (YTD): 2024-01-11 8.850
Low (YTD): 2024-06-12 3.130
52W High: - -
52W Low: - -
Avg. price 1W:   3.338
Avg. volume 1W:   0.000
Avg. price 1M:   3.410
Avg. volume 1M:   0.000
Avg. price 6M:   5.772
Avg. volume 6M:   88.113
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.38%
Volatility 6M:   81.99%
Volatility 1Y:   -
Volatility 3Y:   -