BNP Paribas Put 7 HSBA 20.12.2024
/ DE000PC9R2N9
BNP Paribas Put 7 HSBA 20.12.2024/ DE000PC9R2N9 /
| 2024-06-14 2:21:06 PM |
Chg.+0.010 |
Bid2:45:23 PM |
Ask2:45:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.680
Bid Size: 4,412 |
0.690
Ask Size: 4,348 |
HSBC Holdings PLC OR... |
7.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
PC9R2N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.27 |
| Time value: |
0.43 |
| Break-even: |
7.62 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-5.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.680 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
0.690 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
