BNP Paribas Put 1.37 GBP/USD 20.12.2024
/ DE000PC2TR96
BNP Paribas Put 1.37 GBP/USD 20.1.../ DE000PC2TR96 /
| 2024-06-06 3:21:23 PM |
Chg.+0.210 |
Bid3:43:26 PM |
Ask3:43:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.590EUR |
+2.51% |
8.460
Bid Size: 11,000 |
8.480
Ask Size: 11,000 |
- |
1.37 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2TR9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.37 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.32 |
| Intrinsic value: |
8.40 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.06 |
| Parity: |
8.40 |
| Time value: |
0.01 |
| Break-even: |
1.18 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-9.34 |
| Rho: |
0.00 |
Quote data
| Open: |
8.360 |
| High: |
8.590 |
| Low: |
8.340 |
| Previous Close: |
8.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
-16.84% |
| 3 Months |
|
|
-4.24% |
| YTD |
|
|
-5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.890 |
8.290 |
| 1M High / 1M Low: |
10.880 |
8.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
12.170 |
| Low (YTD): |
2024-03-08 |
8.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
