BNP Paribas Put 80 NET 20.09.2024/  DE000PC39371  /

Frankfurt Zert./BNP
2024-06-14  9:50:30 PM Chg.-0.050 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
0.930EUR -5.10% 0.910
Bid Size: 6,400
0.920
Ask Size: 6,400
Cloudflare Inc 80.00 USD 2024-09-20 Put
 

Master data

WKN: PC3937
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cloudflare Inc
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.68
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.41
Implied volatility: 0.50
Historic volatility: 0.49
Parity: 0.41
Time value: 0.51
Break-even: 65.53
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.10%
Delta: -0.52
Theta: -0.03
Omega: -4.01
Rho: -0.12
 

Quote data

Open: 0.970
High: 1.040
Low: 0.910
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.83%
1 Month
  -7.00%
3 Months  
+24.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.930
1M High / 1M Low: 1.380 0.910
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.998
Avg. volume 1W:   0.000
Avg. price 1M:   1.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -