BNP Paribas Put 0.87 EUR/GBP 20.12.2024
/ DE000PC2N116
BNP Paribas Put 0.87 EUR/GBP 20.1.../ DE000PC2N116 /
2024-05-03 9:20:50 PM |
Chg.-0.150 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.070EUR |
-6.76% |
2.090 Bid Size: 10,000 |
2.100 Ask Size: 10,000 |
- |
0.87 GBP |
2024-12-20 |
Put |
Master data
WKN: |
PC2N11 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.87 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-45.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.08 |
Historic volatility: |
0.05 |
Parity: |
1.67 |
Time value: |
0.55 |
Break-even: |
0.99 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
-0.44 |
Theta: |
0.00 |
Omega: |
-19.78 |
Rho: |
0.00 |
Quote data
Open: |
2.240 |
High: |
2.250 |
Low: |
2.050 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.33% |
1 Month |
|
|
-4.61% |
3 Months |
|
|
-23.90% |
YTD |
|
|
+2.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.380 |
2.070 |
1M High / 1M Low: |
2.380 |
1.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-13 |
2.840 |
Low (YTD): |
2024-04-22 |
1.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |