BNP Paribas Put 9.4 CBK 20.12.2024
/ DE000PC2XWU8
BNP Paribas Put 9.4 CBK 20.12.202.../ DE000PC2XWU8 /
2024-08-23 8:34:47 AM |
Chg.-0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
COMMERZBANK AG |
9.40 EUR |
2024-12-20 |
Put |
Master data
WKN: |
PC2XWU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.40 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-87.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.29 |
Parity: |
-3.70 |
Time value: |
0.15 |
Break-even: |
9.25 |
Moneyness: |
0.72 |
Premium: |
0.29 |
Premium p.a.: |
1.22 |
Spread abs.: |
0.02 |
Spread %: |
15.38% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-7.16 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+71.05% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.130 |
1M High / 1M Low: |
0.230 |
0.076 |
6M High / 6M Low: |
0.760 |
0.068 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.256 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
399.52% |
Volatility 6M: |
|
200.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |