BNP Paribas Put 520 ADBE 20.09.2024
/ DE000PC1BU68
BNP Paribas Put 520 ADBE 20.09.20.../ DE000PC1BU68 /
| 2024-05-29 9:50:43 PM |
Chg.-0.070 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.400EUR |
-1.28% |
5.360
Bid Size: 7,000 |
5.380
Ask Size: 7,000 |
Adobe Inc |
520.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BU6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
3.83 |
| Time value: |
1.49 |
| Break-even: |
426.01 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
-0.61 |
| Theta: |
-0.11 |
| Omega: |
-5.07 |
| Rho: |
-1.01 |
Quote data
| Open: |
5.460 |
| High: |
5.600 |
| Low: |
5.120 |
| Previous Close: |
5.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-9.85% |
| 3 Months |
|
|
+72.52% |
| YTD |
|
|
+118.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.580 |
5.130 |
| 1M High / 1M Low: |
6.410 |
4.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
6.580 |
| Low (YTD): |
2024-02-02 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
