BNP Paribas Put 1.31 GBP/USD 20.12.2024
/ DE000PC2N231
BNP Paribas Put 1.31 GBP/USD 20.1.../ DE000PC2N231 /
| 2024-06-06 9:20:36 PM |
Chg.-0.070 |
Bid9:56:14 PM |
Ask9:56:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-1.69% |
4.110
Bid Size: 11,000 |
4.120
Ask Size: 11,000 |
- |
1.31 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N23 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.31 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: |
-28.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.06 |
| Parity: |
2.88 |
| Time value: |
1.28 |
| Break-even: |
1.16 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-14.28 |
| Rho: |
0.00 |
Quote data
| Open: |
4.110 |
| High: |
4.290 |
| Low: |
4.070 |
| Previous Close: |
4.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.55% |
| 1 Month |
|
|
-29.46% |
| 3 Months |
|
|
-17.28% |
| YTD |
|
|
-24.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.550 |
4.080 |
| 1M High / 1M Low: |
6.190 |
4.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
7.350 |
| Low (YTD): |
2024-06-03 |
4.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
