BNP Paribas Put 26 DUE 20.09.2024
/ DE000PC39M67
BNP Paribas Put 26 DUE 20.09.2024/ DE000PC39M67 /
| 2024-06-07 9:20:29 PM |
Chg.+0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.320
Bid Size: 9,375 |
0.360
Ask Size: 8,334 |
DUERR AG O.N. |
26.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC39M6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.29 |
| Time value: |
0.07 |
| Break-even: |
22.40 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-4.24 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-41.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
