BNP Paribas Put 480 LIN 19.12.202.../  DE000PC79104  /

Frankfurt Zert./BNP
2024-07-26  9:20:22 PM Chg.-0.110 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
2.450EUR -4.30% 2.450
Bid Size: 53,000
2.470
Ask Size: 53,000
LINDE PLC EO ... 480.00 - 2025-12-19 Put
 

Master data

WKN: PC7910
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Put
Strike price: 480.00 -
Maturity: 2025-12-19
Issue date: 2024-04-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -16.83
Leverage: Yes

Calculated values

Fair value: 5.39
Intrinsic value: 6.42
Implied volatility: -
Historic volatility: 0.14
Parity: 6.42
Time value: -3.95
Break-even: 455.30
Moneyness: 1.15
Premium: -0.09
Premium p.a.: -0.07
Spread abs.: 0.02
Spread %: 0.82%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.600
High: 2.600
Low: 2.450
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.61%
1 Month
  -6.84%
3 Months
  -4.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.560 2.450
1M High / 1M Low: 2.850 2.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.514
Avg. volume 1W:   0.000
Avg. price 1M:   2.618
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -