BNP Paribas Put 18 1U1 20.12.2024
/ DE000PC39TM2
BNP Paribas Put 18 1U1 20.12.2024/ DE000PC39TM2 /
| 02/08/2024 21:20:17 |
Chg.-0.030 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 8,109 |
0.410
Ask Size: 7,318 |
1+1 AG INH O.N. |
18.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC39TM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.27 |
| Parity: |
0.33 |
| Time value: |
0.08 |
| Break-even: |
13.90 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.31 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
+12.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.290 |
| 6M High / 6M Low: |
0.400 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.30% |
| Volatility 6M: |
|
71.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
