BNP Paribas Put 100 NEM 20.09.2024
/ DE000PC38R48
BNP Paribas Put 100 NEM 20.09.202.../ DE000PC38R48 /
| 2024-05-03 9:20:31 PM |
Chg.-0.270 |
Bid9:53:01 PM |
Ask9:53:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-13.30% |
1.760
Bid Size: 1,705 |
1.790
Ask Size: 1,676 |
NEMETSCHEK SE O.N. |
100.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC38R4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
1.68 |
| Time value: |
0.12 |
| Break-even: |
82.10 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.70% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-3.44 |
| Rho: |
-0.30 |
Quote data
| Open: |
2.020 |
| High: |
2.020 |
| Low: |
1.750 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
+25.71% |
| 3 Months |
|
|
-5.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.740 |
| 1M High / 1M Low: |
2.170 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.845 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
