BNP Paribas Put 520 ADBE 20.09.2024
/ DE000PC1BU68
BNP Paribas Put 520 ADBE 20.09.20.../ DE000PC1BU68 /
| 2024-06-10 8:53:06 AM |
Chg.-0.30 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.26EUR |
-4.57% |
-
Bid Size: - |
-
Ask Size: - |
Adobe Inc |
520.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BU6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
5.06 |
| Time value: |
1.01 |
| Break-even: |
421.73 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
-0.68 |
| Theta: |
-0.10 |
| Omega: |
-4.82 |
| Rho: |
-0.99 |
Quote data
| Open: |
6.26 |
| High: |
6.26 |
| Low: |
6.26 |
| Previous Close: |
6.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.55% |
| 1 Month |
|
|
+21.08% |
| 3 Months |
|
|
+75.35% |
| YTD |
|
|
+151.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.98 |
6.26 |
| 1M High / 1M Low: |
7.98 |
4.85 |
| 6M High / 6M Low: |
7.98 |
1.71 |
| High (YTD): |
2024-06-04 |
7.98 |
| Low (YTD): |
2024-02-05 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.87% |
| Volatility 6M: |
|
179.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
