BNP Paribas Put 1.23 GBP/USD 20.12.2024
/ DE000PC2N207
BNP Paribas Put 1.23 GBP/USD 20.1.../ DE000PC2N207 /
| 2024-06-06 9:07:36 PM |
Chg.-0.03 |
Bid9:11:00 PM |
Ask9:11:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-2.75% |
1.05
Bid Size: 16,000 |
1.06
Ask Size: 16,000 |
- |
1.23 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N20 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.23 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-105.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
-4.47 |
| Time value: |
1.11 |
| Break-even: |
1.12 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-22.28 |
| Rho: |
0.00 |
Quote data
| Open: |
1.07 |
| High: |
1.12 |
| Low: |
1.06 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.54% |
| 1 Month |
|
|
-43.62% |
| 3 Months |
|
|
-37.65% |
| YTD |
|
|
-54.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.08 |
| 1M High / 1M Low: |
2.04 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-05 |
2.87 |
| Low (YTD): |
2024-06-03 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
