BNP Paribas Put 150 GE 20.09.2024/  DE000PC8HJ11  /

EUWAX
2024-07-26  8:40:29 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% -
Bid Size: -
-
Ask Size: -
GE Aerospace 150.00 USD 2024-09-20 Put
 

Master data

WKN: PC8HJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GE Aerospace
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2024-04-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -92.01
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -1.82
Time value: 0.17
Break-even: 136.48
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.15
Theta: -0.04
Omega: -13.70
Rho: -0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.35%
1 Month
  -53.33%
3 Months
  -64.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.140
1M High / 1M Low: 0.500 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   442.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -