BNP Paribas Put 78 BNR 21.06.2024
/ DE000PC2XQ42
BNP Paribas Put 78 BNR 21.06.2024/ DE000PC2XQ42 /
2024-05-17 9:50:15 PM |
Chg.+0.010 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+1.02% |
0.990 Bid Size: 3,031 |
1.020 Ask Size: 2,942 |
BRENNTAG SE NA O.N. |
78.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
PC2XQ4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
78.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.59 |
Historic volatility: |
0.19 |
Parity: |
0.82 |
Time value: |
0.20 |
Break-even: |
67.80 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.03 |
Spread %: |
3.03% |
Delta: |
-0.69 |
Theta: |
-0.06 |
Omega: |
-4.73 |
Rho: |
-0.06 |
Quote data
Open: |
0.990 |
High: |
1.060 |
Low: |
0.950 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+191.18% |
1 Month |
|
|
+67.80% |
3 Months |
|
|
+160.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.340 |
1M High / 1M Low: |
0.980 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
507.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |