BNP Paribas Put 170 CMC 20.12.2024
/ DE000PZ081S5
BNP Paribas Put 170 CMC 20.12.202.../ DE000PZ081S5 /
| 2024-06-07 9:50:24 PM |
Chg.-0.030 |
Bid9:57:16 PM |
Ask9:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 50,000 |
0.280
Ask Size: 50,000 |
JPMORGAN CHASE ... |
170.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PZ081S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-1.51 |
| Time value: |
0.28 |
| Break-even: |
167.20 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-12.85 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.360 |
0.250 |
| 6M High / 6M Low: |
1.700 |
0.250 |
| High (YTD): |
2024-01-17 |
1.260 |
| Low (YTD): |
2024-05-17 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.10% |
| Volatility 6M: |
|
134.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
