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BNP Paribas Put 78 HEN3 20.12.202.../  DE000PC05TW2  /

EUWAX
25/07/2024  10:09:14 Chg.+0.030 Bid17:37:01 Ask17:37:01 Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.260
Bid Size: 10,000		 0.280
Ask Size: 10,000		 HENKEL AG+CO.KGAA VZ... 78.00 - 20/12/2024 Put
 

Master data

WKN: PC05TW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 78.00 -
Maturity: 20/12/2024
Issue date: 14/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.55
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.38
Time value: 0.23
Break-even: 75.70
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 9.52%
Delta: -0.30
Theta: -0.01
Omega: -10.71
Rho: -0.11
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month  
+4.55%
3 Months
  -66.67%
YTD
  -70.51%
1 Year
  -75.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 1.060 0.150
High (YTD): 29/02/2024 1.060
Low (YTD): 18/07/2024 0.150
52W High: 20/10/2023 1.240
52W Low: 18/07/2024 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.746
Avg. volume 1Y:   0.000
Volatility 1M:   152.88%
Volatility 6M:   137.68%
Volatility 1Y:   107.64%
Volatility 3Y:   -