BNP Paribas Put 560 ADBE 20.09.2024
/ DE000PC1BU92
BNP Paribas Put 560 ADBE 20.09.20.../ DE000PC1BU92 /
| 2024-07-26 8:52:59 AM |
Chg.-0.03 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
-0.78% |
-
Bid Size: - |
-
Ask Size: - |
Adobe Inc |
560.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1BU9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
1.62 |
| Time value: |
1.80 |
| Break-even: |
481.66 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.59% |
| Delta: |
-0.55 |
| Theta: |
-0.21 |
| Omega: |
-8.07 |
| Rho: |
-0.47 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.07% |
| 1 Month |
|
|
+30.38% |
| 3 Months |
|
|
-53.81% |
| YTD |
|
|
+4.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
2.86 |
| 1M High / 1M Low: |
3.85 |
1.91 |
| 6M High / 6M Low: |
11.27 |
1.91 |
| High (YTD): |
2024-06-04 |
11.27 |
| Low (YTD): |
2024-07-08 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.87% |
| Volatility 6M: |
|
186.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
