BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
25/07/2024 16:21:22 |
Chg.+0.200 |
Bid17:19:27 |
Ask17:19:27 |
Underlying |
Strike price |
Expiration date |
Option type |
4.370EUR |
+4.80% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
300.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PC1L7Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.03 |
Intrinsic value: |
3.85 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
3.85 |
Time value: |
0.36 |
Break-even: |
270.57 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.72% |
Delta: |
-0.71 |
Theta: |
-0.03 |
Omega: |
-4.63 |
Rho: |
-0.96 |
Quote data
Open: |
4.540 |
High: |
4.600 |
Low: |
4.370 |
Previous Close: |
4.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.98% |
1 Month |
|
|
+12.63% |
3 Months |
|
|
-24.78% |
YTD |
|
|
-10.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.270 |
4.010 |
1M High / 1M Low: |
4.270 |
3.030 |
6M High / 6M Low: |
6.070 |
2.440 |
High (YTD): |
18/04/2024 |
6.070 |
Low (YTD): |
16/05/2024 |
2.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.112 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.00% |
Volatility 6M: |
|
119.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |