BNP Paribas Put 92 BNR 20.09.2024
/ DE000PC2XRB8
BNP Paribas Put 92 BNR 20.09.2024/ DE000PC2XRB8 /
| 17/05/2024 21:50:22 |
Chg.0.000 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
0.00% |
2.390
Bid Size: 2,860 |
2.420
Ask Size: 2,860 |
BRENNTAG SE NA O.N. |
92.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC2XRB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
2.22 |
| Time value: |
0.19 |
| Break-even: |
67.90 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.26% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-2.14 |
| Rho: |
-0.26 |
Quote data
| Open: |
2.380 |
| High: |
2.450 |
| Low: |
2.340 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.83% |
| 1 Month |
|
|
+29.35% |
| 3 Months |
|
|
+73.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
1.590 |
| 1M High / 1M Low: |
2.380 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
