BNP Paribas Put 22 1U1 20.12.2024
/ DE000PC39TP5
BNP Paribas Put 22 1U1 20.12.2024/ DE000PC39TP5 /
| 11/15/2024 9:20:21 PM |
Chg.+0.010 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+0.98% |
1.030
Bid Size: 10,000 |
1.050
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: |
-1.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.29 |
| Parity: |
1.04 |
| Time value: |
0.01 |
| Break-even: |
11.50 |
| Moneyness: |
1.90 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
-0.91 |
| Theta: |
-0.01 |
| Omega: |
-1.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.030 |
| High: |
1.040 |
| Low: |
1.010 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.19% |
| 1 Month |
|
|
+28.75% |
| 3 Months |
|
|
+13.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.900 |
| 1M High / 1M Low: |
1.030 |
0.750 |
| 6M High / 6M Low: |
1.030 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.33% |
| Volatility 6M: |
|
56.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
