OverviewChartNewsTraderScreen

BNP Paribas Put 350 TECN 20.12.20.../  DE000PC1ME16  /

Frankfurt Zert./BNP
11/13/2024  11:21:59 AM Chg.-0.010 Bid11:40:30 AM Ask11:40:30 AM Underlying Strike price Expiration date Option type
1.410EUR -0.70% 1.440
Bid Size: 10,000		 1.460
Ask Size: 10,000		 TECAN GROUP AG N 350.00 CHF 12/20/2024 Put
 

Master data

WKN: PC1ME1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: TECAN GROUP AG N
Type: Warrant
Option type: Put
Strike price: 350.00 CHF
Maturity: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1.59
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.44
Implied volatility: 0.99
Historic volatility: 0.35
Parity: 1.44
Time value: 0.01
Break-even: 228.66
Moneyness: 1.62
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.40%
Delta: -0.91
Theta: -0.12
Omega: -1.45
Rho: -0.36
 

Quote data

Open: 1.440
High: 1.440
Low: 1.410
Previous Close: 1.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.70%
1 Month  
+58.43%
3 Months  
+63.95%
YTD  
+147.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.360
1M High / 1M Low: 1.420 0.870
6M High / 6M Low: 1.420 0.380
High (YTD): 11/12/2024 1.420
Low (YTD): 3/28/2024 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   1.398
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.50%
Volatility 6M:   172.15%
Volatility 1Y:   -
Volatility 3Y:   -