BNP Paribas Put 15 1U1 20.12.2024
/ DE000PC69WT8
BNP Paribas Put 15 1U1 20.12.2024/ DE000PC69WT8 /
| 02/08/2024 21:20:21 |
Chg.-0.190 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-13.57% |
1.200
Bid Size: 2,500 |
1.450
Ask Size: 2,069 |
1+1 AG INH O.N. |
15.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC69WT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
1.13 |
| Break-even: |
13.55 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.25 |
| Spread %: |
20.83% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-4.72 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.360 |
| High: |
1.480 |
| Low: |
1.210 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.01% |
| 1 Month |
|
|
+18.63% |
| 3 Months |
|
|
+13.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.100 |
| 1M High / 1M Low: |
1.400 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
