BNP Paribas Put 70 CARR 20.09.2024
/ DE000PC83759
BNP Paribas Put 70 CARR 20.09.202.../ DE000PC83759 /
| 02/08/2024 08:09:05 |
Chg.+0.150 |
Bid14:42:33 |
Ask14:42:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+42.86% |
0.570
Bid Size: 9,000 |
0.610
Ask Size: 9,000 |
Carrier Global Corp |
70.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC8375 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.37 |
| Time value: |
0.13 |
| Break-even: |
59.90 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-7.92 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-38.27% |
| 3 Months |
|
|
-46.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.350 |
| 1M High / 1M Low: |
0.810 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
