BNP Paribas Put 120 BSI 20.09.2024
/ DE000PC314G2
BNP Paribas Put 120 BSI 20.09.202.../ DE000PC314G2 /
| 8/23/2024 9:20:42 PM |
Chg.+0.130 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+28.89% |
0.570
Bid Size: 5,264 |
0.650
Ask Size: 4,616 |
BE SEMICON.INDSINH.E... |
120.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
PC314G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.46 |
| Parity: |
0.05 |
| Time value: |
0.61 |
| Break-even: |
113.50 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.08 |
| Spread %: |
14.04% |
| Delta: |
-0.48 |
| Theta: |
-0.11 |
| Omega: |
-8.76 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.450 |
| High: |
0.640 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-28.40% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.410 |
| 1M High / 1M Low: |
1.640 |
0.410 |
| 6M High / 6M Low: |
1.640 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.50% |
| Volatility 6M: |
|
375.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
