BNP Paribas Put 20 1U1 20.09.2024
/ DE000PC1LRY7
BNP Paribas Put 20 1U1 20.09.2024/ DE000PC1LRY7 /
| 2024-08-02 4:21:20 PM |
Chg.-0.030 |
Bid5:01:04 PM |
Ask5:01:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.36% |
0.540
Bid Size: 50,000 |
0.560
Ask Size: 50,000 |
1+1 AG INH O.N. |
20.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PC1LRY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.27 |
| Parity: |
0.54 |
| Time value: |
0.04 |
| Break-even: |
14.20 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-1.96 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+26.19% |
| 3 Months |
|
|
+26.19% |
| YTD |
|
|
+55.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.470 |
| 1M High / 1M Low: |
0.560 |
0.410 |
| 6M High / 6M Low: |
0.560 |
0.280 |
| High (YTD): |
2024-08-01 |
0.560 |
| Low (YTD): |
2024-01-24 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.41% |
| Volatility 6M: |
|
79.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
