BNP Paribas Put 78 HEN3 17.05.202.../  DE000PC6NSK9  /

EUWAX
2024-04-16  8:28:40 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.840EUR - -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 78.00 - 2024-05-17 Put
 

Master data

WKN: PC6NSK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 78.00 -
Maturity: 2024-05-17
Issue date: 2024-03-14
Last trading day: 2024-04-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.41
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 1.13
Historic volatility: 0.14
Parity: 0.40
Time value: 0.48
Break-even: 69.20
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 4.15
Spread abs.: 0.03
Spread %: 3.53%
Delta: -0.55
Theta: -0.23
Omega: -4.61
Rho: -0.02
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.740
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+86.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.840 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -