BNP Paribas Put 30 BAYN 19.07.2024
/ DE000PC9NT77
BNP Paribas Put 30 BAYN 19.07.202.../ DE000PC9NT77 /
| 2024-07-09 1:20:49 PM |
Chg.+0.050 |
Bid1:36:00 PM |
Ask1:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+13.16% |
0.430
Bid Size: 78,000 |
0.470
Ask Size: 78,000 |
BAYER AG NA O.N. |
30.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
PC9NT7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
0.03 |
| Break-even: |
25.80 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
-0.84 |
| Theta: |
-0.04 |
| Omega: |
-5.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.430 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+86.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 1M High / 1M Low: |
0.440 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
