BNP Paribas Put 180 UHR 20.09.2024
/ DE000PC387Q7
BNP Paribas Put 180 UHR 20.09.202.../ DE000PC387Q7 /
7/30/2024 10:05:51 AM |
Chg.-0.230 |
Bid5:20:01 PM |
Ask5:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-26.44% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
180.00 CHF |
9/20/2024 |
Put |
Master data
WKN: |
PC387Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
0.27 |
Time value: |
0.54 |
Break-even: |
179.61 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
2.53% |
Delta: |
-0.52 |
Theta: |
-0.06 |
Omega: |
-11.83 |
Rho: |
-0.15 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-15.79% |
3 Months |
|
|
-17.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.800 |
1M High / 1M Low: |
1.460 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.814 |
Avg. volume 1M: |
|
476.190 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
704.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |