BNP Paribas Put 55 BAER 20.12.2024
/ DE000PC2ZYH6
BNP Paribas Put 55 BAER 20.12.202.../ DE000PC2ZYH6 /
| 2024-11-13 9:54:59 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
55.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC2ZYH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.19 |
| Break-even: |
55.72 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-10.35 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-59.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.190 |
| 6M High / 6M Low: |
1.160 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.38% |
| Volatility 6M: |
|
191.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
