BNP Paribas Put 0.91 EUR/GBP 20.12.2024
/ DE000PC2N132
BNP Paribas Put 0.91 EUR/GBP 20.1.../ DE000PC2N132 /
| 2024-05-03 9:07:28 PM |
Chg.-0.21 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.46EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
- |
0.91 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N13 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 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: |
-18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
6.08 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.04 |
| Parity: |
6.08 |
| Time value: |
-0.58 |
| Break-even: |
1.01 |
| Moneyness: |
1.06 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-11.67 |
| Rho: |
0.00 |
Quote data
| Open: |
5.73 |
| High: |
5.75 |
| Low: |
5.45 |
| Previous Close: |
5.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.02% |
| 1 Month |
|
|
-0.73% |
| 3 Months |
|
|
-7.46% |
| YTD |
|
|
+17.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
5.46 |
| 1M High / 1M Low: |
5.89 |
5.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-13 |
6.15 |
| Low (YTD): |
2024-01-02 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
