BNP Paribas Put 78 BNR 20.12.2024
/ DE000PC2XRD4
BNP Paribas Put 78 BNR 20.12.2024/ DE000PC2XRD4 /
| 2024-07-30 6:12:35 PM |
Chg.+0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
78.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC2XRD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
1.23 |
| Time value: |
0.06 |
| Break-even: |
65.10 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
7.50% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-3.85 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
-18.12% |
| 3 Months |
|
|
+52.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.20 |
| 1M High / 1M Low: |
1.48 |
1.20 |
| 6M High / 6M Low: |
1.49 |
0.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.07% |
| Volatility 6M: |
|
114.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
