BNP Paribas Put 15 1U1 20.12.2024
/ DE000PC5B9W7
BNP Paribas Put 15 1U1 20.12.2024/ DE000PC5B9W7 /
| 9/6/2024 9:20:31 PM |
Chg.+0.010 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.240
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
1+1 AG INH O.N. |
15.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
PC5B9W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.14 |
| Break-even: |
12.50 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.81 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.310 |
0.210 |
| 6M High / 6M Low: |
0.310 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.15% |
| Volatility 6M: |
|
138.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
