BNP Paribas Put 540 ADBE 20.09.2024
/ DE000PC1BU76
BNP Paribas Put 540 ADBE 20.09.20.../ DE000PC1BU76 /
| 2024-05-17 9:50:33 PM |
Chg.-0.100 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.320EUR |
-1.56% |
6.330
Bid Size: 7,000 |
6.350
Ask Size: 7,000 |
Adobe Inc |
540.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BU7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 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: |
-7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.98 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
5.20 |
| Time value: |
1.15 |
| Break-even: |
433.34 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
-0.66 |
| Theta: |
-0.09 |
| Omega: |
-4.60 |
| Rho: |
-1.22 |
Quote data
| Open: |
6.320 |
| High: |
6.450 |
| Low: |
6.250 |
| Previous Close: |
6.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.68% |
| 1 Month |
|
|
-20.50% |
| 3 Months |
|
|
+36.80% |
| YTD |
|
|
+111.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.910 |
6.240 |
| 1M High / 1M Low: |
7.950 |
5.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
7.950 |
| Low (YTD): |
2024-02-02 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
