BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
| 2024-05-21 10:22:10 AM |
Chg.+0.94 |
Bid1:46:14 PM |
Ask1:46:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
+36.72% |
3.56
Bid Size: 5,000 |
3.59
Ask Size: 5,000 |
SONOVA N |
300.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC1L7Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
1.25 |
| Time value: |
1.73 |
| Break-even: |
273.65 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-4.77 |
| Rho: |
-1.00 |
Quote data
| Open: |
3.49 |
| High: |
3.50 |
| Low: |
3.49 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.79% |
| 1 Month |
|
|
-44.97% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
-27.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.55 |
| 1M High / 1M Low: |
5.91 |
2.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
6.36 |
| Low (YTD): |
2024-05-16 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
