BNP Paribas Put 48 QIA 20.12.2024
/ DE000PC6MZ24
BNP Paribas Put 48 QIA 20.12.2024/ DE000PC6MZ24 /
| 12/11/2024 21:20:41 |
Chg.+0.040 |
Bid21:56:14 |
Ask21:56:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+6.25% |
0.690
Bid Size: 4,900 |
0.770
Ask Size: 4,900 |
QIAGEN NV |
48.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC6MZ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.03 |
| Break-even: |
40.80 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
12.50% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-4.79 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.670 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
+1.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.640 |
| 1M High / 1M Low: |
0.910 |
0.640 |
| 6M High / 6M Low: |
1.070 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.03% |
| Volatility 6M: |
|
102.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
