BNP Paribas Put 31 BAYN 16.08.2024
/ DE000PC9NUG7
BNP Paribas Put 31 BAYN 16.08.202.../ DE000PC9NUG7 /
| 12/08/2024 09:52:02 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
31.00 - |
16/08/2024 |
Put |
Master data
| WKN: |
PC9NUG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
13/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
2.50 |
| Historic volatility: |
0.32 |
| Parity: |
0.52 |
| Time value: |
0.01 |
| Break-even: |
25.70 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
5.70 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
-0.91 |
| Theta: |
-0.28 |
| Omega: |
-4.42 |
| Rho: |
0.00 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+11.36% |
| 3 Months |
|
|
+68.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.460 |
| 1M High / 1M Low: |
0.530 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.473 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
