BNP Paribas Put 95 NEM 21.06.2024
/ DE000PC38R14
BNP Paribas Put 95 NEM 21.06.2024/ DE000PC38R14 /
| 2024-05-03 9:20:22 PM |
Chg.-0.290 |
Bid9:53:01 PM |
Ask9:53:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-19.21% |
1.220
Bid Size: 2,460 |
1.250
Ask Size: 2,400 |
NEMETSCHEK SE O.N. |
95.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
PC38R1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
1.18 |
| Time value: |
0.08 |
| Break-even: |
82.50 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
-0.80 |
| Theta: |
-0.03 |
| Omega: |
-5.32 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.500 |
| High: |
1.500 |
| Low: |
1.210 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.94% |
| 1 Month |
|
|
+41.86% |
| 3 Months |
|
|
-10.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.210 |
| 1M High / 1M Low: |
1.650 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
