BNP Paribas Put 90 LEG 21.06.2024
/ DE000PC2Z1G2
BNP Paribas Put 90 LEG 21.06.2024/ DE000PC2Z1G2 /
| 2024-05-02 12:12:19 PM |
Chg.-0.11 |
Bid1:00:04 PM |
Ask1:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-8.73% |
-
Bid Size: - |
-
Ask Size: - |
LEG IMMOBILIEN SE NA... |
90.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PC2Z1G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
1.01 |
| Time value: |
0.31 |
| Break-even: |
76.80 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
-0.66 |
| Theta: |
-0.06 |
| Omega: |
-3.98 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.14 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.91% |
| 1 Month |
|
|
-27.67% |
| 3 Months |
|
|
-31.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.26 |
| 1M High / 1M Low: |
2.02 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| 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: |
|
109.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
