BNP Paribas Put 90 LEG 20.12.2024
/ DE000PC2Z1J6
BNP Paribas Put 90 LEG 20.12.2024/ DE000PC2Z1J6 /
| 2024-05-02 12:21:05 PM |
Chg.-0.100 |
Bid1:12:19 PM |
Ask1:12:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-6.58% |
1.430
Bid Size: 9,000 |
1.440
Ask Size: 9,000 |
LEG IMMOBILIEN SE NA... |
90.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC2Z1J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
1.01 |
| Time value: |
0.54 |
| Break-even: |
74.50 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-2.81 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.410 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.47% |
| 1 Month |
|
|
-20.22% |
| 3 Months |
|
|
-24.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.520 |
| 1M High / 1M Low: |
2.150 |
1.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
