BNP Paribas Put 95 BNR 20.12.2024
/ DE000PC2XRH5
BNP Paribas Put 95 BNR 20.12.2024/ DE000PC2XRH5 /
| 5/24/2024 9:50:19 PM |
Chg.+0.040 |
Bid5/24/2024 |
Ask5/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+1.36% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
95.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
PC2XRH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
2.90 |
| Time value: |
0.12 |
| Break-even: |
64.80 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.00% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-0.44 |
Quote data
| Open: |
2.950 |
| High: |
3.050 |
| Low: |
2.950 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.06% |
| 3 Months |
|
|
+143.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.990 |
1.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
