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

Frankfurt Zert./BNP
2024-07-22  9:20:40 PM Chg.-0.140 Bid9:34:29 PM Ask9:34:29 PM Underlying Strike price Expiration date Option type
0.760EUR -15.56% 0.760
Bid Size: 3,948
0.860
Ask Size: 3,489
BE SEMICON.INDSINH.E... 120.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-04-17
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.68
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.43
Parity: -2.68
Time value: 1.00
Break-even: 110.00
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.40
Spread abs.: 0.09
Spread %: 9.89%
Delta: -0.23
Theta: -0.03
Omega: -3.33
Rho: -0.29
 

Quote data

Open: 0.880
High: 0.880
Low: 0.760
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month
  -6.17%
3 Months
  -53.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.520
1M High / 1M Low: 0.900 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -