BNP Paribas Put 90 BNR 20.09.2024
/ DE000PC1JER3
BNP Paribas Put 90 BNR 20.09.2024/ DE000PC1JER3 /
| 2024-05-20 9:50:16 PM |
Chg.+0.050 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+2.29% |
2.230
Bid Size: 2,880 |
2.260
Ask Size: 2,880 |
BRENNTAG SE NA O.N. |
90.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1JER |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
2.03 |
| Time value: |
0.19 |
| Break-even: |
67.80 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.31 |
| Rho: |
-0.25 |
Quote data
| Open: |
2.150 |
| High: |
2.230 |
| Low: |
2.150 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.95% |
| 1 Month |
|
|
+29.65% |
| 3 Months |
|
|
+102.73% |
| YTD |
|
|
+118.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
2.010 |
| 1M High / 1M Low: |
2.230 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
2.230 |
| Low (YTD): |
2024-03-01 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
