BNP Paribas Put 50 FRA 20.09.2024
/ DE000PC1G765
BNP Paribas Put 50 FRA 20.09.2024/ DE000PC1G765 /
| 2024-07-29 12:16:37 PM |
Chg.+0.020 |
Bid12:30:10 PM |
Ask12:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+4.88% |
0.430
Bid Size: 15,000 |
0.440
Ask Size: 15,000 |
FRAPORT AG FFM.AIRPO... |
50.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PC1G76 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.31 |
| Time value: |
0.12 |
| Break-even: |
45.70 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-6.99 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.16% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
+22.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.410 |
| 1M High / 1M Low: |
0.460 |
0.330 |
| 6M High / 6M Low: |
0.730 |
0.180 |
| High (YTD): |
2024-04-16 |
0.730 |
| Low (YTD): |
2024-06-07 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.51% |
| Volatility 6M: |
|
165.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
