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: |
|
- |