BNP Paribas Put 22 1U1 20.12.2024
/ DE000PC39TP5
BNP Paribas Put 22 1U1 20.12.2024/ DE000PC39TP5 /
9/6/2024 9:20:18 PM |
Chg.+0.020 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+2.44% |
0.840 Bid Size: 10,000 |
0.860 Ask Size: 10,000 |
1+1 AG INH O.N. |
22.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PC39TP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.88 |
Historic volatility: |
0.30 |
Parity: |
0.81 |
Time value: |
0.05 |
Break-even: |
13.40 |
Moneyness: |
1.58 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.38% |
Delta: |
-0.77 |
Theta: |
-0.01 |
Omega: |
-1.24 |
Rho: |
-0.05 |
Quote data
Open: |
0.830 |
High: |
0.840 |
Low: |
0.820 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.33% |
1 Month |
|
|
-4.55% |
3 Months |
|
|
+64.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.780 |
1M High / 1M Low: |
0.950 |
0.780 |
6M High / 6M Low: |
0.950 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.861 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.658 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.13% |
Volatility 6M: |
|
60.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |