BNP Paribas Put 410 BRK.B 20.12.2024
/ DE000PC2W331
BNP Paribas Put 410 BRK.B 20.12.2.../ DE000PC2W331 /
2024-05-28 9:20:50 AM |
Chg.+0.040 |
Bid9:24:57 AM |
Ask9:24:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
+3.01% |
1.350 Bid Size: 4,500 |
1.390 Ask Size: 4,500 |
Berkshire Hathaway I... |
410.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
PC2W33 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Berkshire Hathaway Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
410.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
0.24 |
Time value: |
1.24 |
Break-even: |
363.20 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
-0.43 |
Theta: |
-0.02 |
Omega: |
-10.80 |
Rho: |
-0.99 |
Quote data
Open: |
1.360 |
High: |
1.370 |
Low: |
1.360 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.30% |
1 Month |
|
|
-28.27% |
3 Months |
|
|
-12.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
1.220 |
1M High / 1M Low: |
2.040 |
1.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.516 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |