BNP Paribas Put 85 NEM 20.09.2024
/ DE000PC1H326
BNP Paribas Put 85 NEM 20.09.2024/ DE000PC1H326 /
| 2024-05-03 9:20:27 PM |
Chg.-0.160 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-17.98% |
0.730
Bid Size: 4,110 |
0.750
Ask Size: 4,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1H32 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE 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: |
-11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.18 |
| Time value: |
0.58 |
| Break-even: |
77.50 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-5.19 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.730 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
+30.36% |
| 3 Months |
|
|
-17.98% |
| YTD |
|
|
-42.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.720 |
| 1M High / 1M Low: |
1.000 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.530 |
| Low (YTD): |
2024-03-27 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
