BNP Paribas Put 160 JBL 17.01.2025
/ DE000PC47QA6
BNP Paribas Put 160 JBL 17.01.202.../ DE000PC47QA6 /
2024-05-29 12:21:08 PM |
Chg.+0.050 |
Bid12:24:37 PM |
Ask12:24:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.970EUR |
+1.28% |
3.960 Bid Size: 5,200 |
4.060 Ask Size: 5,200 |
Jabil Inc |
160.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
PC47QA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Jabil Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.80 |
Intrinsic value: |
3.80 |
Implied volatility: |
0.42 |
Historic volatility: |
0.37 |
Parity: |
3.80 |
Time value: |
0.14 |
Break-even: |
108.05 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
0.77% |
Delta: |
-0.74 |
Theta: |
-0.01 |
Omega: |
-2.06 |
Rho: |
-0.77 |
Quote data
Open: |
3.960 |
High: |
3.970 |
Low: |
3.950 |
Previous Close: |
3.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.25% |
1 Month |
|
|
+1.28% |
3 Months |
|
|
+61.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.980 |
3.820 |
1M High / 1M Low: |
4.270 |
3.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.995 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |