BNP Paribas Put 300 SOON 20.09.2024
/ DE000PC1L7X1
BNP Paribas Put 300 SOON 20.09.20.../ DE000PC1L7X1 /
2024-05-08 4:21:07 PM |
Chg.-0.030 |
Bid5:18:06 PM |
Ask5:18:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.060EUR |
-0.73% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
300.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
PC1L7X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
3.44 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
3.44 |
Time value: |
0.60 |
Break-even: |
266.66 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.75% |
Delta: |
-0.67 |
Theta: |
-0.05 |
Omega: |
-4.52 |
Rho: |
-0.83 |
Quote data
Open: |
4.010 |
High: |
4.110 |
Low: |
4.010 |
Previous Close: |
4.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.76% |
1 Month |
|
|
-19.44% |
3 Months |
|
|
+13.09% |
YTD |
|
|
-8.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.840 |
4.090 |
1M High / 1M Low: |
5.780 |
4.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-18 |
5.780 |
Low (YTD): |
2024-02-23 |
2.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |