BNP Paribas Put 55 KGX 20.12.2024
/ DE000PC37ZG5
BNP Paribas Put 55 KGX 20.12.2024/ DE000PC37ZG5 /
7/16/2024 9:20:20 PM |
Chg.+0.010 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
+0.65% |
1.540 Bid Size: 3,260 |
1.560 Ask Size: 3,260 |
KION GROUP AG |
55.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
PC37ZG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
KION GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/30/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
1.52 |
Implied volatility: |
0.48 |
Historic volatility: |
0.36 |
Parity: |
1.52 |
Time value: |
0.04 |
Break-even: |
39.40 |
Moneyness: |
1.38 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
-0.79 |
Theta: |
-0.01 |
Omega: |
-2.02 |
Rho: |
-0.20 |
Quote data
Open: |
1.550 |
High: |
1.590 |
Low: |
1.540 |
Previous Close: |
1.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.78% |
1 Month |
|
|
+1.32% |
3 Months |
|
|
+36.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.450 |
1M High / 1M Low: |
1.710 |
1.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.560 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |