BNP Paribas Put 50 FRA 20.12.2024
/ DE000PC1G8A4
BNP Paribas Put 50 FRA 20.12.2024/ DE000PC1G8A4 /
| 7/29/2024 9:20:25 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
0.530
Bid Size: 5,661 |
0.540
Ask Size: 5,556 |
FRAPORT AG FFM.AIRPO... |
50.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC1G8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.31 |
| Time value: |
0.24 |
| Break-even: |
44.50 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-4.66 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.530 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.540 |
| 1M High / 1M Low: |
0.580 |
0.450 |
| 6M High / 6M Low: |
0.800 |
0.300 |
| High (YTD): |
4/16/2024 |
0.800 |
| Low (YTD): |
6/7/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.43% |
| Volatility 6M: |
|
116.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
