BNP Paribas Put 120 BSI 21.03.202.../  DE000PC8HC34  /

EUWAX
7/23/2024  8:38:59 AM Chg.-0.120 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.760EUR -13.64% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 120.00 EUR 3/21/2025 Put
 

Master data

WKN: PC8HC3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 3/21/2025
Issue date: 4/17/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.58
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.43
Parity: -3.12
Time value: 0.86
Break-even: 111.40
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 0.42
Spread abs.: 0.10
Spread %: 13.16%
Delta: -0.20
Theta: -0.03
Omega: -3.57
Rho: -0.26
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month  
+1.33%
3 Months
  -53.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.520
1M High / 1M Low: 0.880 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -