BNP Paribas Put 95 SBUX 20.09.2024
/ DE000PC37SR7
BNP Paribas Put 95 SBUX 20.09.202.../ DE000PC37SR7 /
| 2024-06-07 9:50:38 PM |
Chg.+0.020 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+1.56% |
1.310
Bid Size: 30,000 |
1.320
Ask Size: 30,000 |
Starbucks Corporatio... |
95.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC37SR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Starbucks Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.26 |
| Time value: |
0.06 |
| Break-even: |
74.75 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-4.42 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.290 |
| High: |
1.330 |
| Low: |
1.210 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.80% |
| 1 Month |
|
|
-30.11% |
| 3 Months |
|
|
+80.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.190 |
| 1M High / 1M Low: |
1.860 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
