BNP Paribas Put 210 ADS 20.12.2024
/ DE000PC03MY8
BNP Paribas Put 210 ADS 20.12.202.../ DE000PC03MY8 /
23/08/2024 21:50:20 |
Chg.-0.090 |
Bid23/08/2024 |
Ask23/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-8.74% |
0.940 Bid Size: 4,800 |
0.970 Ask Size: 4,800 |
ADIDAS AG NA O.N. |
210.00 - |
20/12/2024 |
Put |
Master data
WKN: |
PC03MY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 - |
Maturity: |
20/12/2024 |
Issue date: |
13/04/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-0.92 |
Time value: |
0.97 |
Break-even: |
200.30 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
3.19% |
Delta: |
-0.34 |
Theta: |
-0.05 |
Omega: |
-7.78 |
Rho: |
-0.28 |
Quote data
Open: |
1.010 |
High: |
1.040 |
Low: |
0.940 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.62% |
1 Month |
|
|
+9.30% |
3 Months |
|
|
-24.19% |
YTD |
|
|
-73.82% |
1 Year |
|
|
-77.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.940 |
1M High / 1M Low: |
1.380 |
0.700 |
6M High / 6M Low: |
3.400 |
0.700 |
High (YTD): |
17/01/2024 |
4.790 |
Low (YTD): |
30/07/2024 |
0.700 |
52W High: |
05/10/2023 |
5.580 |
52W Low: |
30/07/2024 |
0.700 |
Avg. price 1W: |
|
1.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.580 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.855 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
168.99% |
Volatility 6M: |
|
128.05% |
Volatility 1Y: |
|
108.64% |
Volatility 3Y: |
|
- |