BNP Paribas Put 18 1U1 20.09.2024
/ DE000PC1LRW1
BNP Paribas Put 18 1U1 20.09.2024/ DE000PC1LRW1 /
| 6/28/2024 11:20:54 AM |
Chg.0.000 |
Bid11:42:09 AM |
Ask11:42:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
1+1 AG INH O.N. |
18.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PC1LRW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.20 |
| Time value: |
0.06 |
| Break-even: |
15.40 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-19.35% |
| YTD |
|
|
+13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.250 |
| 1M High / 1M Low: |
0.260 |
0.150 |
| 6M High / 6M Low: |
0.330 |
0.150 |
| High (YTD): |
3/22/2024 |
0.330 |
| Low (YTD): |
6/5/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.74% |
| Volatility 6M: |
|
99.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
