BNP Paribas Put 500 MUV2 18.12.2026
/ DE000PC30SZ5
BNP Paribas Put 500 MUV2 18.12.20.../ DE000PC30SZ5 /
| 05/08/2024 21:50:15 |
Chg.+0.720 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.960EUR |
+7.03% |
10.940
Bid Size: 3,800 |
11.070
Ask Size: 3,800 |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
18/12/2026 |
Put |
Master data
| WKN: |
PC30SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
6.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
6.37 |
| Time value: |
4.03 |
| Break-even: |
396.00 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.16 |
| Spread %: |
1.56% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-1.82 |
| Rho: |
-6.96 |
Quote data
| Open: |
11.250 |
| High: |
11.250 |
| Low: |
10.890 |
| Previous Close: |
10.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.09% |
| 1 Month |
|
|
+21.64% |
| 3 Months |
|
|
-5.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.240 |
9.040 |
| 1M High / 1M Low: |
10.240 |
8.080 |
| 6M High / 6M Low: |
12.800 |
7.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.766 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.36% |
| Volatility 6M: |
|
52.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
