BNP Paribas Put 140 AFX 20.12.2024
/ DE000PC6MD79
BNP Paribas Put 140 AFX 20.12.202.../ DE000PC6MD79 /
2024-05-03 9:20:29 PM |
Chg.-0.030 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
4.200EUR |
-0.71% |
4.200 Bid Size: 2,100 |
4.250 Ask Size: 2,100 |
CARL ZEISS MEDITEC A... |
140.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
PC6MD7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CARL ZEISS MEDITEC AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.22 |
Intrinsic value: |
4.22 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
4.22 |
Time value: |
0.03 |
Break-even: |
97.50 |
Moneyness: |
1.43 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.05 |
Spread %: |
1.19% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-1.80 |
Rho: |
-0.75 |
Quote data
Open: |
4.220 |
High: |
4.250 |
Low: |
4.150 |
Previous Close: |
4.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.230 |
3.980 |
1M High / 1M Low: |
4.380 |
3.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.133 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.881 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |