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BNP Paribas Put 82 HEN3 20.12.202.../  DE000PC05TY8  /

EUWAX
25/07/2024  10:09:14 Chg.+0.040 Bid17:44:40 Ask17:44:40 Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.430
Bid Size: 9,300		 0.450
Ask Size: 9,300		 HENKEL AG+CO.KGAA VZ... 82.00 - 20/12/2024 Put
 

Master data

WKN: PC05TY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 82.00 -
Maturity: 20/12/2024
Issue date: 14/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.10
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.02
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.02
Time value: 0.35
Break-even: 78.30
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 5.71%
Delta: -0.44
Theta: -0.01
Omega: -9.68
Rho: -0.16
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.74%
1 Month  
+8.57%
3 Months
  -61.62%
YTD
  -64.49%
1 Year
  -69.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.380 0.270
6M High / 6M Low: 1.430 0.270
High (YTD): 29/02/2024 1.430
Low (YTD): 18/07/2024 0.270
52W High: 27/09/2023 1.590
52W Low: 18/07/2024 0.270
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.767
Avg. volume 6M:   0.000
Avg. price 1Y:   1.012
Avg. volume 1Y:   0.000
Volatility 1M:   138.17%
Volatility 6M:   128.23%
Volatility 1Y:   99.26%
Volatility 3Y:   -