BNP Paribas Put 40 QIA 20.09.2024
/ DE000PC5CMY8
BNP Paribas Put 40 QIA 20.09.2024/ DE000PC5CMY8 /
| 2024-07-05 9:20:50 PM |
Chg.+0.010 |
Bid9:57:02 PM |
Ask9:57:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+3.13% |
0.330
Bid Size: 9,091 |
0.370
Ask Size: 8,109 |
QIAGEN NV |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC5CMY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.15 |
| Break-even: |
36.40 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-6.07 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
-17.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.310 |
| 1M High / 1M Low: |
0.330 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
681.818 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
