BNP Paribas Put 350 TCHBF 20.09.2024
/ DE000PC1MEY3
BNP Paribas Put 350 TCHBF 20.09.2.../ DE000PC1MEY3 /
| 20/08/2024 16:21:07 |
Chg.+0.070 |
Bid17:19:01 |
Ask17:19:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+10.77% |
-
Bid Size: - |
-
Ask Size: - |
Tecan AG |
350.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PC1MEY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tecan AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
21/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.35 |
| Parity: |
0.52 |
| Time value: |
0.23 |
| Break-even: |
275.00 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
5.74 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
-0.62 |
| Theta: |
-1.38 |
| Omega: |
-2.44 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.660 |
| High: |
0.720 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+94.59% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.850 |
0.340 |
| 6M High / 6M Low: |
0.850 |
0.280 |
| High (YTD): |
13/08/2024 |
0.850 |
| Low (YTD): |
28/03/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
159.292 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
813.13% |
| Volatility 6M: |
|
260.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
