BNP Paribas Put 55 ERIC/B 18.12.2.../  DE000PC9WEQ1  /

Frankfurt Zert./BNP
2024-06-11  9:20:23 PM Chg.+0.040 Bid9:51:49 PM Ask9:51:49 PM Underlying Strike price Expiration date Option type
0.770EUR +5.48% 0.760
Bid Size: 5,000
0.820
Ask Size: 5,000
Ericsson, Telefonab.... 55.00 SEK 2026-12-18 Put
 

Master data

WKN: PC9WEQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Put
Strike price: 55.00 SEK
Maturity: 2026-12-18
Issue date: 2024-05-15
Last trading day: 2026-12-17
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -7.43
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.92
Time value: 0.78
Break-even: 4.10
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 8.33%
Delta: -0.23
Theta: 0.00
Omega: -1.73
Rho: -0.05
 

Quote data

Open: 0.720
High: 0.770
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.680
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -