BNP Paribas Put 30 INTC 15.11.2024
/ DE000PC9TNC8
BNP Paribas Put 30 INTC 15.11.202.../ DE000PC9TNC8 /
| 2024-11-13 9:50:38 PM |
Chg.-0.810 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.690EUR |
-14.73% |
4.780
Bid Size: 8,500 |
4.830
Ask Size: 8,500 |
Intel Corporation |
30.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
PC9TNC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
5.50 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.47 |
| Parity: |
5.50 |
| Time value: |
0.02 |
| Break-even: |
22.74 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
-0.97 |
| Theta: |
-0.04 |
| Omega: |
-4.01 |
| Rho: |
0.00 |
Quote data
| Open: |
5.650 |
| High: |
5.680 |
| Low: |
4.660 |
| Previous Close: |
5.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.62% |
| 1 Month |
|
|
-23.11% |
| 3 Months |
|
|
-49.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.500 |
3.510 |
| 1M High / 1M Low: |
7.820 |
3.510 |
| 6M High / 6M Low: |
10.060 |
1.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.30% |
| Volatility 6M: |
|
295.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
