BNP Paribas Put 60 C 21.06.2024
/ DE000PC2XT72
BNP Paribas Put 60 C 21.06.2024/ DE000PC2XT72 /
| 2024-06-11 9:50:25 PM |
Chg.+0.093 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+197.87% |
0.130
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
Citigroup Inc |
60.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC2XT7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
-0.13 |
| Time value: |
0.09 |
| Break-even: |
54.83 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
3.07 |
| Spread abs.: |
0.05 |
| Spread %: |
116.67% |
| Delta: |
-0.34 |
| Theta: |
-0.07 |
| Omega: |
-21.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.140 |
| Low: |
0.038 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+174.51% |
| 1 Month |
|
|
+154.55% |
| 3 Months |
|
|
-64.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.037 |
| 1M High / 1M Low: |
0.140 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
849.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
