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: |
|
- |