BNP Paribas Put 80 ERIC/B 18.12.2026
/ DE000PC9WEW9
BNP Paribas Put 80 ERIC/B 18.12.2.../ DE000PC9WEW9 /
11/06/2024 20:20:53 |
Chg.+0.080 |
Bid21:04:57 |
Ask21:04:57 |
Underlying |
Strike price |
Expiration date |
Option type |
2.090EUR |
+3.98% |
2.080 Bid Size: 4,400 |
2.140 Ask Size: 4,400 |
Ericsson, Telefonab.... |
80.00 SEK |
18/12/2026 |
Put |
Master data
WKN: |
PC9WEW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ericsson, Telefonab. L M ser. B |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 SEK |
Maturity: |
18/12/2026 |
Issue date: |
15/05/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.45 |
Historic volatility: |
0.28 |
Parity: |
1.30 |
Time value: |
0.76 |
Break-even: |
5.03 |
Moneyness: |
1.22 |
Premium: |
0.13 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
3.00% |
Delta: |
-0.42 |
Theta: |
0.00 |
Omega: |
-1.18 |
Rho: |
-0.11 |
Quote data
Open: |
1.990 |
High: |
2.090 |
Low: |
1.990 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.73% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.010 |
1.920 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |