BNP Paribas Put 8 PSM 21.06.2024/  DE000PC8HP05  /

Frankfurt Zert./BNP
2024-05-31  9:20:17 PM Chg.-0.026 Bid9:57:34 PM Ask9:57:34 PM Underlying Strike price Expiration date Option type
0.048EUR -35.14% 0.045
Bid Size: 10,000
0.082
Ask Size: 10,000
PROSIEBENSAT.1 NA O... 8.00 EUR 2024-06-21 Put
 

Master data

WKN: PC8HP0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 8.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.26
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.04
Implied volatility: 0.83
Historic volatility: 0.45
Parity: 0.04
Time value: 0.04
Break-even: 7.18
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 1.64
Spread abs.: 0.04
Spread %: 82.22%
Delta: -0.56
Theta: -0.01
Omega: -5.21
Rho: 0.00
 

Quote data

Open: 0.074
High: 0.074
Low: 0.042
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -49.47%
1 Month
  -52.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.048
1M High / 1M Low: 0.120 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -