BNP Paribas Put 190 DB1 16.08.2024
/ DE000PC9NZ95
BNP Paribas Put 190 DB1 16.08.202.../ DE000PC9NZ95 /
2024-06-28 9:50:15 PM |
Chg.+0.130 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+33.33% |
0.530 Bid Size: 5,661 |
0.560 Ask Size: 5,358 |
DEUTSCHE BOERSE NA O... |
190.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
PC9NZ9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-34.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
-0.11 |
Time value: |
0.56 |
Break-even: |
184.40 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
5.66% |
Delta: |
-0.43 |
Theta: |
-0.06 |
Omega: |
-14.82 |
Rho: |
-0.12 |
Quote data
Open: |
0.370 |
High: |
0.530 |
Low: |
0.370 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.64% |
1 Month |
|
|
-54.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.390 |
1M High / 1M Low: |
1.140 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.670 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |