BNP Paribas Put 85 LEG 20.09.2024
/ DE000PC1JMH7
BNP Paribas Put 85 LEG 20.09.2024/ DE000PC1JMH7 /
| 2024-05-02 9:21:01 AM |
Chg.-0.020 |
Bid10:08:05 AM |
Ask10:08:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-1.92% |
0.940
Bid Size: 10,000 |
0.950
Ask Size: 10,000 |
LEG IMMOBILIEN SE NA... |
85.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1JMH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
0.51 |
| Time value: |
0.56 |
| Break-even: |
74.30 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-3.86 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.020 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.62% |
| 1 Month |
|
|
-22.14% |
| 3 Months |
|
|
-27.66% |
| YTD |
|
|
-19.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.040 |
| 1M High / 1M Low: |
1.660 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-28 |
1.930 |
| Low (YTD): |
2024-04-30 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
