BNP Paribas Put 85 NEM 20.09.2024
/ DE000PC1H326
BNP Paribas Put 85 NEM 20.09.2024/ DE000PC1H326 /
6/14/2024 9:20:29 PM |
Chg.+0.070 |
Bid6/14/2024 |
Ask6/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+18.42% |
0.450 Bid Size: 6,667 |
0.470 Ask Size: 6,383 |
NEMETSCHEK SE O.N. |
85.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
PC1H32 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
-0.57 |
Time value: |
0.47 |
Break-even: |
80.30 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
-0.33 |
Theta: |
-0.03 |
Omega: |
-6.28 |
Rho: |
-0.09 |
Quote data
Open: |
0.370 |
High: |
0.450 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+40.63% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-49.44% |
YTD |
|
|
-64.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.310 |
1M High / 1M Low: |
0.630 |
0.270 |
6M High / 6M Low: |
1.530 |
0.270 |
High (YTD): |
1/5/2024 |
1.530 |
Low (YTD): |
6/6/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.792 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.86% |
Volatility 6M: |
|
156.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |