BNP Paribas Put 120 JBL 20.12.2024
/ DE000PC47P23
BNP Paribas Put 120 JBL 20.12.202.../ DE000PC47P23 /
| 2024-06-04 6:20:20 PM |
Chg.+0.100 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+7.94% |
1.360
Bid Size: 6,200 |
1.380
Ask Size: 6,200 |
Jabil Inc |
120.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC47P2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Jabil Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
0.25 |
| Time value: |
1.02 |
| Break-even: |
97.32 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-3.77 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.260 |
| High: |
1.370 |
| Low: |
1.260 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+86.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.200 |
| 1M High / 1M Low: |
1.370 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
