BNP Paribas Put 8.5 PSM 21.06.202.../  DE000PC8HP13  /

EUWAX
2024-05-31  1:30:49 PM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR -31.25% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 8.50 EUR 2024-06-21 Put
 

Master data

WKN: PC8HP1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 8.50 EUR
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.84
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.09
Implied volatility: 1.04
Historic volatility: 0.45
Parity: 0.09
Time value: 0.04
Break-even: 7.20
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 1.52
Spread abs.: 0.04
Spread %: 39.78%
Delta: -0.63
Theta: -0.02
Omega: -3.68
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.110
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -15.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.160 0.093
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -