BNP Paribas Put 300 SOON 20.09.2024
/ DE000PC1L7X1
BNP Paribas Put 300 SOON 20.09.20.../ DE000PC1L7X1 /
| 12/07/2024 09:09:13 |
Chg.-0.34 |
Bid16:22:23 |
Ask16:22:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-11.53% |
2.64
Bid Size: 8,000 |
2.70
Ask Size: 8,000 |
SONOVA N |
300.00 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
PC1L7X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
2.46 |
| Time value: |
0.17 |
| Break-even: |
281.89 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.15% |
| Delta: |
-0.76 |
| Theta: |
-0.04 |
| Omega: |
-8.20 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.76% |
| 3 Months |
|
|
-44.11% |
| YTD |
|
|
-40.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.61 |
| 1M High / 1M Low: |
3.52 |
2.54 |
| 6M High / 6M Low: |
6.10 |
1.93 |
| High (YTD): |
19/04/2024 |
6.10 |
| Low (YTD): |
16/05/2024 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.34% |
| Volatility 6M: |
|
141.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
