BNP Paribas Put 7.5 PSM 21.06.202.../  DE000PC6MZC3  /

Frankfurt Zert./BNP
2024-05-31  9:20:18 PM Chg.-0.021 Bid9:57:34 PM Ask9:57:34 PM Underlying Strike price Expiration date Option type
0.014EUR -60.00% 0.012
Bid Size: 10,000
0.049
Ask Size: 10,000
PROSIEBENSAT.1 NA O... 7.50 EUR 2024-06-21 Put
 

Master data

WKN: PC6MZC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.50 EUR
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.45
Parity: -0.01
Time value: 0.05
Break-even: 7.01
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 2.87
Spread abs.: 0.04
Spread %: 308.33%
Delta: -0.43
Theta: -0.01
Omega: -6.70
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.027
Low: 0.010
Previous Close: 0.035
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -74.07%
1 Month
  -78.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.014
1M High / 1M Low: 0.077 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -