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BNP Paribas Put 50 INTC 19.12.202.../  DE000PC1B154  /

Frankfurt Zert./BNP
2024-06-18  7:20:51 PM Chg.+0.150 Bid7:48:11 PM Ask7:48:11 PM Underlying Strike price Expiration date Option type
18.240EUR +0.83% 18.210
Bid Size: 16,000		 18.250
Ask Size: 16,000		 Intel Corporation 50.00 USD 2025-12-19 Put
 

Master data

WKN: PC1B15
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 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: -1.60
Leverage: Yes

Calculated values

Fair value: 17.71
Intrinsic value: 17.71
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 17.71
Time value: 0.32
Break-even: 28.53
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.22%
Delta: -0.67
Theta: 0.00
Omega: -1.07
Rho: -0.56
 

Quote data

Open: 18.040
High: 18.250
Low: 17.720
Previous Close: 18.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.83%
1 Month  
+7.80%
3 Months  
+73.88%
YTD  
+136.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.480 18.090
1M High / 1M Low: 18.530 16.790
6M High / 6M Low: 18.660 7.590
High (YTD): 2024-05-10 18.660
Low (YTD): 2024-01-25 8.100
52W High: - -
52W Low: - -
Avg. price 1W:   18.236
Avg. volume 1W:   0.000
Avg. price 1M:   18.016
Avg. volume 1M:   0.000
Avg. price 6M:   12.620
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   34.07%
Volatility 6M:   69.44%
Volatility 1Y:   -
Volatility 3Y:   -