BNP Paribas Put 550 ADBE 20.09.2024
/ DE000PC1BU84
BNP Paribas Put 550 ADBE 20.09.20.../ DE000PC1BU84 /
2024-05-31 9:50:26 PM |
Chg.+0.370 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.280EUR |
+3.73% |
9.970 Bid Size: 8,000 |
9.990 Ask Size: 8,000 |
Adobe Inc |
550.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC1BU8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 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: |
-4.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.70 |
Intrinsic value: |
9.70 |
Implied volatility: |
0.38 |
Historic volatility: |
0.29 |
Parity: |
9.70 |
Time value: |
0.29 |
Break-even: |
407.08 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.20% |
Delta: |
-0.80 |
Theta: |
-0.06 |
Omega: |
-3.29 |
Rho: |
-1.30 |
Quote data
Open: |
10.050 |
High: |
10.830 |
Low: |
9.750 |
Previous Close: |
9.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+34.56% |
1 Month |
|
|
+32.13% |
3 Months |
|
|
+162.92% |
YTD |
|
|
+212.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.280 |
7.460 |
1M High / 1M Low: |
10.280 |
6.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-31 |
10.280 |
Low (YTD): |
2024-02-02 |
2.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.426 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |