BNP Paribas Put 150 BSI 20.09.2024
/ DE000PC314J6
BNP Paribas Put 150 BSI 20.09.202.../ DE000PC314J6 /
| 2024-08-23 9:20:54 PM |
Chg.+0.280 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+9.96% |
3.090
Bid Size: 971 |
3.190
Ask Size: 941 |
BE SEMICON.INDSINH.E... |
150.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC314J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.46 |
| Parity: |
3.05 |
| Time value: |
0.15 |
| Break-even: |
118.10 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.24% |
| Delta: |
-0.84 |
| Theta: |
-0.10 |
| Omega: |
-3.15 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.840 |
| High: |
3.210 |
| Low: |
2.840 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.82% |
| 1 Month |
|
|
+4.75% |
| 3 Months |
|
|
+63.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.680 |
| 1M High / 1M Low: |
4.350 |
2.680 |
| 6M High / 6M Low: |
4.350 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.77% |
| Volatility 6M: |
|
275.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
