BNP Paribas Put 320 SIKA 20.12.2024
/ DE000PC21V41
BNP Paribas Put 320 SIKA 20.12.20.../ DE000PC21V41 /
| 7/9/2024 4:21:09 PM |
Chg.+0.150 |
Bid5:19:56 PM |
Ask5:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.460EUR |
+2.38% |
-
Bid Size: - |
-
Ask Size: - |
SIKA N |
320.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PC21V4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
6.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
6.47 |
| Time value: |
0.01 |
| Break-even: |
264.61 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-3.29 |
| Rho: |
-1.25 |
Quote data
| Open: |
6.220 |
| High: |
6.460 |
| Low: |
6.220 |
| Previous Close: |
6.310 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.07% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
+2.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.530 |
6.310 |
| 1M High / 1M Low: |
7.110 |
5.270 |
| 6M High / 6M Low: |
9.700 |
4.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.64% |
| Volatility 6M: |
|
67.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
