BNP Paribas Put 80 BNR 21.06.2024
/ DE000PC2XQ59
BNP Paribas Put 80 BNR 21.06.2024/ DE000PC2XQ59 /
| 2024-05-17 9:50:21 PM |
Chg.0.000 |
Bid9:54:17 PM |
Ask9:54:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
0.00% |
1.190
Bid Size: 2,860 |
1.220
Ask Size: 2,860 |
BRENNTAG SE NA O.N. |
80.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PC2XQ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
0.20 |
| Break-even: |
67.80 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
-0.71 |
| Theta: |
-0.06 |
| Omega: |
-4.07 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.180 |
| High: |
1.250 |
| Low: |
1.150 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+145.83% |
| 1 Month |
|
|
+61.64% |
| 3 Months |
|
|
+151.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.470 |
| 1M High / 1M Low: |
1.180 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
