BNP Paribas Put 18 1U1 20.12.2024
/ DE000PC39TM2
BNP Paribas Put 18 1U1 20.12.2024/ DE000PC39TM2 /
| 8/1/2024 5:06:38 PM |
Chg.0.000 |
Bid5:11:12 PM |
Ask5:11:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
1+1 AG INH O.N. |
18.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
0.31 |
| Time value: |
0.06 |
| Break-even: |
14.30 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-2.69 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
+15.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.370 |
0.290 |
| 6M High / 6M Low: |
0.370 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.47% |
| Volatility 6M: |
|
63.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
