BNP Paribas Put 90 BNR 20.09.2024
/ DE000PC1JER3
BNP Paribas Put 90 BNR 20.09.2024/ DE000PC1JER3 /
2024-05-17 6:15:50 PM |
Chg.+0.01 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.19EUR |
+0.46% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
90.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PC1JER |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
2.02 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
2.02 |
Time value: |
0.19 |
Break-even: |
67.90 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.38% |
Delta: |
-0.73 |
Theta: |
-0.02 |
Omega: |
-2.31 |
Rho: |
-0.25 |
Quote data
Open: |
2.22 |
High: |
2.23 |
Low: |
2.15 |
Previous Close: |
2.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.23% |
1 Month |
|
|
+31.93% |
3 Months |
|
|
+80.99% |
YTD |
|
|
+119.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
1.42 |
1M High / 1M Low: |
2.18 |
1.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-16 |
2.18 |
Low (YTD): |
2024-03-01 |
0.84 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |