BNP Paribas Put 66 MBG 20.12.2024
/ DE000PC2Z409
BNP Paribas Put 66 MBG 20.12.2024/ DE000PC2Z409 /
| 9/23/2024 8:42:09 AM |
Chg.0.00 |
Bid5:41:01 PM |
Ask5:41:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
0.00% |
1.00
Bid Size: 9,000 |
1.03
Ask Size: 9,000 |
MERCEDES-BENZ GROUP ... |
66.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC2Z40 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.10 |
| Time value: |
0.03 |
| Break-even: |
54.70 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
2.73% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-4.01 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.74% |
| 1 Month |
|
|
+101.85% |
| 3 Months |
|
|
+142.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.78 |
| 1M High / 1M Low: |
1.09 |
0.47 |
| 6M High / 6M Low: |
1.09 |
0.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.33% |
| Volatility 6M: |
|
154.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
