BNP Paribas Put 0.87 EUR/GBP 20.1.../  DE000PC2N116  /

Frankfurt Zert./BNP
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:   -