BNP Paribas Put 160 FI 20.09.2024
/ DE000PC38U76
BNP Paribas Put 160 FI 20.09.2024/ DE000PC38U76 /
| 2024-06-06 8:17:23 AM |
Chg.-0.09 |
Bid10:07:17 AM |
Ask10:07:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-7.56% |
1.06
Bid Size: 2,831 |
1.08
Ask Size: 2,778 |
Fiserv |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC38U7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-12.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.98 |
| Time value: |
0.14 |
| Break-even: |
135.94 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-8.38 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
-5.98% |
| 3 Months |
|
|
-6.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.03 |
| 1M High / 1M Low: |
1.28 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
