BNP Paribas Put 300 SOON 19.12.20.../  DE000PC389B5  /

Frankfurt Zert./BNP
7/26/2024  4:21:08 PM Chg.-0.200 Bid5:19:38 PM Ask5:19:38 PM Underlying Strike price Expiration date Option type
5.610EUR -3.44% -
Bid Size: -
-
Ask Size: -
SONOVA N 300.00 CHF 12/19/2025 Put
 

Master data

WKN: PC389B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Put
Strike price: 300.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.96
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 3.62
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 3.62
Time value: 1.95
Break-even: 257.02
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.54%
Delta: -0.50
Theta: -0.02
Omega: -2.46
Rho: -2.69
 

Quote data

Open: 5.690
High: 5.690
Low: 5.500
Previous Close: 5.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month  
+12.65%
3 Months
  -14.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.810 5.520
1M High / 1M Low: 5.810 4.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.626
Avg. volume 1W:   0.000
Avg. price 1M:   5.169
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -