BNP Paribas Put 60 PAH3 20.12.2024
/ DE000PC05X23
BNP Paribas Put 60 PAH3 20.12.202.../ DE000PC05X23 /
7/3/2024 5:20:43 PM |
Chg.-0.060 |
Bid7/3/2024 |
Ask7/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.710EUR |
-3.39% |
1.710 Bid Size: 46,500 |
1.730 Ask Size: 46,500 |
PORSCHE AUTOM.HLDG V... |
60.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.78 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
1.78 |
Time value: |
0.02 |
Break-even: |
42.00 |
Moneyness: |
1.42 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.12% |
Delta: |
-0.81 |
Theta: |
-0.01 |
Omega: |
-1.90 |
Rho: |
-0.24 |
Quote data
Open: |
1.770 |
High: |
1.770 |
Low: |
1.700 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.93% |
1 Month |
|
|
+43.70% |
3 Months |
|
|
+39.02% |
YTD |
|
|
+9.62% |
1 Year |
|
|
+62.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.750 |
1M High / 1M Low: |
1.810 |
1.190 |
6M High / 6M Low: |
1.810 |
1.180 |
High (YTD): |
6/27/2024 |
1.810 |
Low (YTD): |
4/10/2024 |
1.180 |
52W High: |
10/27/2023 |
1.880 |
52W Low: |
7/25/2023 |
1.000 |
Avg. price 1W: |
|
1.778 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.453 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.426 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
73.88% |
Volatility 6M: |
|
64.03% |
Volatility 1Y: |
|
56.97% |
Volatility 3Y: |
|
- |