BNP Paribas Put 90 BNR 20.09.2024
/ DE000PC1JER3
BNP Paribas Put 90 BNR 20.09.2024/ DE000PC1JER3 /
| 2024-05-17 6:15:50 PM |
Chg.+0.01 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+0.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
2.02 |
| Time value: |
0.19 |
| Break-even: |
67.90 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.31 |
| Rho: |
-0.25 |
Quote data
| Open: |
2.22 |
| High: |
2.23 |
| Low: |
2.15 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.23% |
| 1 Month |
|
|
+31.93% |
| 3 Months |
|
|
+80.99% |
| YTD |
|
|
+119.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.42 |
| 1M High / 1M Low: |
2.18 |
1.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
2.18 |
| Low (YTD): |
2024-03-01 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
