BNP Paribas Put 160 FI 21.06.2024
/ DE000PC5C4B1
BNP Paribas Put 160 FI 21.06.2024/ DE000PC5C4B1 /
| 2024-05-31 9:50:25 PM |
Chg.-0.090 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-7.89% |
0.940
Bid Size: 4,500 |
0.950
Ask Size: 4,500 |
Fiserv |
160.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC5C4B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
1.12 |
| Time value: |
0.00 |
| Break-even: |
136.52 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.91 |
| Theta: |
-0.02 |
| Omega: |
-11.05 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.160 |
| High: |
1.190 |
| Low: |
1.050 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+32.91% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.860 |
| 1M High / 1M Low: |
1.140 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
