BNP Paribas Put 30 BAYN 17.05.2024
/ DE000PC49TW0
BNP Paribas Put 30 BAYN 17.05.202.../ DE000PC49TW0 /
| 2024-05-15 9:48:30 AM |
Chg.+0.048 |
Bid8:30:24 PM |
Ask8:30:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+66.67% |
0.058
Bid Size: 16,600 |
0.100
Ask Size: 16,600 |
BAYER AG NA O.N. |
30.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
PC49TW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.29 |
| Parity: |
0.08 |
| Time value: |
0.02 |
| Break-even: |
29.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
2.93 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.71 |
| Theta: |
-0.11 |
| Omega: |
-20.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.072 |
| 1M High / 1M Low: |
0.420 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
