BNP Paribas Put 70 MBG 17.12.2027
/ DE000PC30P71
BNP Paribas Put 70 MBG 17.12.2027/ DE000PC30P71 /
| 2024-06-14 9:50:12 PM |
Chg.+0.030 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
+1.79% |
1.710
Bid Size: 14,500 |
1.760
Ask Size: 14,500 |
MERCEDES-BENZ GROUP ... |
70.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30P7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.68 |
| Time value: |
1.08 |
| Break-even: |
52.40 |
| Moneyness: |
1.11 |
| Premium: |
0.17 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.92% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-1.23 |
| Rho: |
-1.37 |
Quote data
| Open: |
1.640 |
| High: |
1.720 |
| Low: |
1.640 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.23% |
| 1 Month |
|
|
+17.12% |
| 3 Months |
|
|
+15.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.580 |
| 1M High / 1M Low: |
1.710 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
