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: |
|
- |