BNP Paribas Put 80 BNR 21.06.2024
/ DE000PC2XQ59
BNP Paribas Put 80 BNR 21.06.2024/ DE000PC2XQ59 /
| 2024-05-24 9:50:23 PM |
Chg.+0.040 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+2.76% |
1.490
Bid Size: 3,060 |
1.520
Ask Size: 3,060 |
BRENNTAG SE NA O.N. |
80.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PC2XQ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
1.49 |
| Time value: |
0.03 |
| Break-even: |
64.80 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.01% |
| Delta: |
-0.89 |
| Theta: |
-0.03 |
| Omega: |
-3.81 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.450 |
| High: |
1.550 |
| Low: |
1.450 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.27% |
| 1 Month |
|
|
+129.23% |
| 3 Months |
|
|
+396.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.230 |
| 1M High / 1M Low: |
1.490 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
