BNP Paribas Put 300 SOON 20.12.2024
/ DE000PC1L7Y9
BNP Paribas Put 300 SOON 20.12.20.../ DE000PC1L7Y9 /
29/08/2024 16:21:28 |
Chg.-0.180 |
Bid17:16:50 |
Ask17:16:50 |
Underlying |
Strike price |
Expiration date |
Option type |
2.150EUR |
-7.73% |
- 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: |
-13.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.14 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
1.01 |
Time value: |
1.31 |
Break-even: |
297.14 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
1.31% |
Delta: |
-0.52 |
Theta: |
-0.07 |
Omega: |
-6.98 |
Rho: |
-0.57 |
Quote data
Open: |
2.290 |
High: |
2.290 |
Low: |
2.150 |
Previous Close: |
2.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.70% |
1 Month |
|
|
-46.52% |
3 Months |
|
|
-30.42% |
YTD |
|
|
-55.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.330 |
2.020 |
1M High / 1M Low: |
5.200 |
2.020 |
6M High / 6M Low: |
6.070 |
2.020 |
High (YTD): |
18/04/2024 |
6.070 |
Low (YTD): |
23/08/2024 |
2.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.947 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.38% |
Volatility 6M: |
|
133.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |