BNP Paribas Put 16 CLN 20.12.2024
/ DE000PC9RJQ0
BNP Paribas Put 16 CLN 20.12.2024/ DE000PC9RJQ0 /
| 26/06/2024 16:21:06 |
Chg.-0.090 |
Bid17:12:15 |
Ask17:12:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-3.63% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
16.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC9RJQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.24 |
| Time value: |
0.25 |
| Break-even: |
14.20 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.63% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-4.01 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.470 |
| High: |
2.470 |
| Low: |
2.370 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.72% |
| 1 Month |
|
|
+20.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.340 |
| 1M High / 1M Low: |
2.790 |
1.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
