BNP Paribas Put 550 ADBE 20.09.2024
/ DE000PC1BU84
BNP Paribas Put 550 ADBE 20.09.20.../ DE000PC1BU84 /
| 2024-05-29 9:50:32 PM |
Chg.-0.060 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.460EUR |
-0.80% |
7.400
Bid Size: 8,000 |
7.420
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: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.87 |
| Intrinsic value: |
6.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
6.60 |
| Time value: |
0.74 |
| Break-even: |
433.46 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
-0.72 |
| Theta: |
-0.08 |
| Omega: |
-4.31 |
| Rho: |
-1.22 |
Quote data
| Open: |
7.510 |
| High: |
7.690 |
| Low: |
7.100 |
| Previous Close: |
7.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
-7.33% |
| 3 Months |
|
|
+75.12% |
| YTD |
|
|
+126.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.640 |
7.110 |
| 1M High / 1M Low: |
8.540 |
6.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
8.700 |
| Low (YTD): |
2024-02-02 |
2.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
