BNP Paribas Put 24 DUE 20.12.2024
/ DE000PC2X644
BNP Paribas Put 24 DUE 20.12.2024/ DE000PC2X644 /
2024-07-04 6:11:53 PM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-2.56% |
- Bid Size: - |
- Ask Size: - |
DUERR AG O.N. |
24.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
PC2X64 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.35 |
Historic volatility: |
0.30 |
Parity: |
0.37 |
Time value: |
0.04 |
Break-even: |
19.90 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
10.81% |
Delta: |
-0.69 |
Theta: |
0.00 |
Omega: |
-3.44 |
Rho: |
-0.08 |
Quote data
Open: |
0.370 |
High: |
0.400 |
Low: |
0.370 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.63% |
1 Month |
|
|
+90.00% |
3 Months |
|
|
-2.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.390 |
1M High / 1M Low: |
0.430 |
0.200 |
6M High / 6M Low: |
0.510 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.363 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.37% |
Volatility 6M: |
|
94.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |