OverviewChartNewsTraderScreen

BNP Paribas Put 60 PAH3 20.12.202.../  DE000PC05X23  /

Frankfurt Zert./BNP
22/07/2024  21:50:14 Chg.-0.030 Bid22/07/2024 Ask22/07/2024 Underlying Strike price Expiration date Option type
1.700EUR -1.73% -
Bid Size: -		 -
Ask Size: -		 PORSCHE AUTOM.HLDG V... 60.00 - 20/12/2024 Put
 

Master data

WKN: PC05X2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 14/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.43
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.75
Implied volatility: 0.45
Historic volatility: 0.21
Parity: 1.75
Time value: 0.00
Break-even: 42.50
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.16%
Delta: -0.84
Theta: 0.00
Omega: -2.04
Rho: -0.22
 

Quote data

Open: 1.720
High: 1.730
Low: 1.700
Previous Close: 1.730
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+0.59%
1 Month
  -2.30%
3 Months  
+27.82%
YTD  
+8.97%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.670
1M High / 1M Low: 1.810 1.650
6M High / 6M Low: 1.810 1.180
High (YTD): 27/06/2024 1.810
Low (YTD): 10/04/2024 1.180
52W High: 27/10/2023 1.880
52W Low: 25/07/2023 1.000
Avg. price 1W:   1.698
Avg. volume 1W:   0.000
Avg. price 1M:   1.721
Avg. volume 1M:   0.000
Avg. price 6M:   1.462
Avg. volume 6M:   0.000
Avg. price 1Y:   1.462
Avg. volume 1Y:   0.000
Volatility 1M:   31.82%
Volatility 6M:   61.70%
Volatility 1Y:   56.73%
Volatility 3Y:   -