BNP Paribas Put 100 BMW 16.08.2024
/ DE000PC9NW31
BNP Paribas Put 100 BMW 16.08.202.../ DE000PC9NW31 /
| 2024-07-23 12:50:11 PM |
Chg.-0.010 |
Bid1:16:43 PM |
Ask1:16:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.880
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
BAY.MOTOREN WERKE AG... |
100.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
PC9NW3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.91 |
| Time value: |
0.02 |
| Break-even: |
90.70 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-8.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.930 |
| High: |
1.000 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.59% |
| 1 Month |
|
|
-28.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
