BNP Paribas Put 150 KMB 20.12.2024
/ DE000PC84SX7
BNP Paribas Put 150 KMB 20.12.202.../ DE000PC84SX7 /
11/10/2024 21:50:41 |
Chg.-0.100 |
Bid21:54:53 |
Ask21:54:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-10.31% |
0.870 Bid Size: 6,000 |
0.880 Ask Size: 6,000 |
Kimberly Clark Corp |
150.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
PC84SX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kimberly Clark Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
30/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.71 |
Time value: |
0.17 |
Break-even: |
128.37 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
-0.67 |
Theta: |
-0.02 |
Omega: |
-9.92 |
Rho: |
-0.18 |
Quote data
Open: |
0.960 |
High: |
0.990 |
Low: |
0.870 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.31% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
-12.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.870 |
1M High / 1M Low: |
1.040 |
0.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.922 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.911 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |