BNP Paribas Put 66 MBG 20.12.2024
/ DE000PC2Z409
BNP Paribas Put 66 MBG 20.12.2024/ DE000PC2Z409 /
| 25/07/2024 08:43:17 |
Chg.+0.040 |
Bid21:03:03 |
Ask21:03:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+8.70% |
0.500
Bid Size: 13,500 |
0.520
Ask Size: 13,500 |
MERCEDES-BENZ GROUP ... |
66.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2Z40 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.23 |
| Break-even: |
61.20 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-7.04 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
1.100 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.51% |
| Volatility 6M: |
|
124.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
