BNP Paribas Put 68 BNR 20.12.2024
/ DE000PC7Y0K2
BNP Paribas Put 68 BNR 20.12.2024/ DE000PC7Y0K2 /
2024-09-24 6:12:36 PM |
Chg.-0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-4.55% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
PC7Y0K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
0.64 |
Time value: |
0.05 |
Break-even: |
61.10 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
4.55% |
Delta: |
-0.75 |
Theta: |
-0.01 |
Omega: |
-6.68 |
Rho: |
-0.13 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.600 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.04% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
+23.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.410 |
1M High / 1M Low: |
0.660 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |