BNP Paribas Put 26 DUE 20.12.2024
/ DE000PC39M75
BNP Paribas Put 26 DUE 20.12.2024/ DE000PC39M75 /
| 2024-07-04 8:20:34 PM |
Chg.+0.020 |
Bid9:36:31 PM |
Ask9:36:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 5,661 |
0.610
Ask Size: 4,919 |
DUERR AG O.N. |
26.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC39M7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.57 |
| Time value: |
0.03 |
| Break-even: |
20.00 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
15.38% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-2.52 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.520 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+1.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.590 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
