BNP Paribas Put 75 NEM 20.12.2024
/ DE000PC38R55
BNP Paribas Put 75 NEM 20.12.2024/ DE000PC38R55 /
| 2024-05-03 9:20:23 PM |
Chg.-0.080 |
Bid9:50:05 PM |
Ask9:50:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-13.11% |
0.530
Bid Size: 5,661 |
0.550
Ask Size: 5,455 |
NEMETSCHEK SE O.N. |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC38R5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.83 |
| Time value: |
0.55 |
| Break-even: |
69.50 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-4.31 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.530 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+17.78% |
| 3 Months |
|
|
-23.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
0.690 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
