BNP Paribas Put 1.33 GBP/USD 20.12.2024
/ DE000PC2N249
BNP Paribas Put 1.33 GBP/USD 20.1.../ DE000PC2N249 /
| 2024-06-06 10:21:15 AM |
Chg.+0.040 |
Bid11:06:26 AM |
Ask11:06:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.450EUR |
+0.74% |
5.410
Bid Size: 13,000 |
5.420
Ask Size: 13,000 |
- |
1.33 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2N24 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.33 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: |
-21.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.06 |
| Parity: |
4.72 |
| Time value: |
0.70 |
| Break-even: |
1.17 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-12.39 |
| Rho: |
0.00 |
Quote data
| Open: |
5.380 |
| High: |
5.450 |
| Low: |
5.360 |
| Previous Close: |
5.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.00% |
| 1 Month |
|
|
-24.09% |
| 3 Months |
|
|
-11.24% |
| YTD |
|
|
-16.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.860 |
5.330 |
| 1M High / 1M Low: |
7.650 |
5.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
8.880 |
| Low (YTD): |
2024-06-03 |
5.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
