BNP Paribas Put 48 INTC 18.06.2026
/ DE000PC5DBM4
BNP Paribas Put 48 INTC 18.06.202.../ DE000PC5DBM4 /
18/06/2024 21:50:32 |
Chg.+0.210 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
16.860EUR |
+1.26% |
16.800 Bid Size: 8,500 |
16.840 Ask Size: 8,500 |
Intel Corporation |
48.00 USD |
18/06/2026 |
Put |
Master data
WKN: |
PC5DBM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Intel Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 USD |
Maturity: |
18/06/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
17/06/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.85 |
Intrinsic value: |
15.85 |
Implied volatility: |
0.45 |
Historic volatility: |
0.35 |
Parity: |
15.85 |
Time value: |
0.74 |
Break-even: |
28.10 |
Moneyness: |
1.55 |
Premium: |
0.03 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
0.24% |
Delta: |
-0.60 |
Theta: |
0.00 |
Omega: |
-1.04 |
Rho: |
-0.68 |
Quote data
Open: |
16.600 |
High: |
16.860 |
Low: |
16.300 |
Previous Close: |
16.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
+8.77% |
3 Months |
|
|
+69.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.040 |
16.640 |
1M High / 1M Low: |
17.040 |
15.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
16.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
16.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
33.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |