BNP Paribas Put 90 NET 20.09.2024
/ DE000PC39389
BNP Paribas Put 90 NET 20.09.2024/ DE000PC39389 /
| 2024-06-18 6:05:17 PM |
Chg.-0.050 |
Bid2024-06-18 |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-3.52% |
1.370
Bid Size: 13,800 |
1.380
Ask Size: 13,800 |
Cloudflare Inc |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC3938 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.49 |
| Parity: |
1.15 |
| Time value: |
0.27 |
| Break-even: |
69.60 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-3.39 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.420 |
| High: |
1.430 |
| Low: |
1.370 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.71% |
| 1 Month |
|
|
-13.29% |
| 3 Months |
|
|
+30.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.420 |
| 1M High / 1M Low: |
2.150 |
1.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
