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BNP Paribas Put 350 MSF 20.12.202.../  DE000PC01SF8  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.+0.040 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.700EUR +6.06% 0.620
Bid Size: 28,000		 0.630
Ask Size: 28,000		 MICROSOFT DL-,000... 350.00 - 2024-12-20 Put
 

Master data

WKN: PC01SF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-04-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.14
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -3.28
Time value: 0.67
Break-even: 343.30
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.52%
Delta: -0.20
Theta: -0.03
Omega: -11.50
Rho: -0.47
 

Quote data

Open: 0.660
High: 0.780
Low: 0.610
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.83%
1 Month
  -40.17%
3 Months
  -31.37%
YTD
  -65.52%
1 Year
  -83.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.440
1M High / 1M Low: 1.170 0.440
6M High / 6M Low: 2.320 0.440
High (YTD): 2024-01-04 2.270
Low (YTD): 2024-05-27 0.440
52W High: 2023-09-26 5.030
52W Low: 2024-05-27 0.440
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.658
Avg. volume 1M:   0.000
Avg. price 6M:   1.255
Avg. volume 6M:   0.000
Avg. price 1Y:   2.555
Avg. volume 1Y:   0.000
Volatility 1M:   178.77%
Volatility 6M:   129.56%
Volatility 1Y:   109.73%
Volatility 3Y:   -