BNP Paribas Put 40 VZ 20.09.2024
/ DE000PC4AED6
BNP Paribas Put 40 VZ 20.09.2024/ DE000PC4AED6 /
8/14/2024 8:23:25 AM |
Chg.-0.012 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-23.53% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
40.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
PC4AED |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-0.07 |
Time value: |
0.09 |
Break-even: |
35.47 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.05 |
Spread %: |
121.95% |
Delta: |
-0.38 |
Theta: |
-0.02 |
Omega: |
-15.49 |
Rho: |
-0.02 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.25% |
1 Month |
|
|
-29.09% |
3 Months |
|
|
-72.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.039 |
1M High / 1M Low: |
0.140 |
0.039 |
6M High / 6M Low: |
0.270 |
0.039 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.156 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
700.23% |
Volatility 6M: |
|
342.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |