BNP Paribas Put 560 ADBE 20.09.2024
/ DE000PC1BU92
BNP Paribas Put 560 ADBE 20.09.20.../ DE000PC1BU92 /
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 |
11.120EUR |
+3.44% |
10.810 Bid Size: 8,000 |
10.830 Ask Size: 8,000 |
Adobe Inc |
560.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC1BU9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 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: |
-3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.62 |
Intrinsic value: |
10.62 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
10.62 |
Time value: |
0.22 |
Break-even: |
407.80 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.18% |
Delta: |
-0.82 |
Theta: |
-0.06 |
Omega: |
-3.09 |
Rho: |
-1.35 |
Quote data
Open: |
10.890 |
High: |
11.690 |
Low: |
10.580 |
Previous Close: |
10.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+32.38% |
1 Month |
|
|
+30.67% |
3 Months |
|
|
+157.41% |
YTD |
|
|
+208.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.120 |
8.210 |
1M High / 1M Low: |
11.120 |
7.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-31 |
11.120 |
Low (YTD): |
2024-02-02 |
2.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |