BNP Paribas Put 40 G1A 20.09.2024
/ DE000PC2YA31
BNP Paribas Put 40 G1A 20.09.2024/ DE000PC2YA31 /
8/23/2024 9:20:22 PM |
Chg.-0.010 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
-20.83% |
0.038 Bid Size: 10,000 |
0.052 Ask Size: 10,000 |
GEA GROUP AG |
40.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
PC2YA3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-78.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
-0.10 |
Time value: |
0.05 |
Break-even: |
39.48 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.01 |
Spread %: |
36.84% |
Delta: |
-0.31 |
Theta: |
-0.02 |
Omega: |
-24.55 |
Rho: |
-0.01 |
Quote data
Open: |
0.042 |
High: |
0.047 |
Low: |
0.036 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.14% |
1 Month |
|
|
-68.33% |
3 Months |
|
|
-85.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.052 |
0.038 |
1M High / 1M Low: |
0.220 |
0.038 |
6M High / 6M Low: |
0.500 |
0.038 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
329.03% |
Volatility 6M: |
|
200.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |