BNP Paribas Put 60 FRA 20.12.2024
/ DE000PC1G8C0
BNP Paribas Put 60 FRA 20.12.2024/ DE000PC1G8C0 /
| 2024-07-29 9:20:25 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-0.75% |
1.310
Bid Size: 2,291 |
1.330
Ask Size: 2,256 |
FRAPORT AG FFM.AIRPO... |
60.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC1G8C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.31 |
| Time value: |
0.04 |
| Break-even: |
46.50 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-2.74 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.310 |
| High: |
1.350 |
| Low: |
1.300 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+2.33% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.320 |
| 1M High / 1M Low: |
1.390 |
1.140 |
| 6M High / 6M Low: |
1.580 |
0.800 |
| High (YTD): |
2024-04-16 |
1.580 |
| Low (YTD): |
2024-06-07 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.34% |
| Volatility 6M: |
|
90.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
