BNP Paribas Put 440 MUV2 20.12.2024
/ DE000PC21B78
BNP Paribas Put 440 MUV2 20.12.20.../ DE000PC21B78 /
| 2024-04-29 8:44:32 AM |
Chg.-0.29 |
Bid8:32:23 PM |
Ask8:32:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
-7.29% |
3.70
Bid Size: 3,900 |
3.75
Ask Size: 3,900 |
MUENCH.RUECKVERS.VNA... |
440.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC21B7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
2.65 |
| Time value: |
1.17 |
| Break-even: |
401.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.33% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-5.94 |
| Rho: |
-1.71 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
+30.85% |
| 3 Months |
|
|
-36.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.11 |
| 1M High / 1M Low: |
4.79 |
2.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
