BNP Paribas Put 0.86 EUR/GBP 19.12.2025
/ DE000PC7N8J0
BNP Paribas Put 0.86 EUR/GBP 19.1.../ DE000PC7N8J0 /
| 2024-11-04 8:20:53 PM |
Chg.-0.090 |
Bid8:59:40 PM |
Ask8:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-3.13% |
2.800
Bid Size: 15,000 |
2.810
Ask Size: 15,000 |
- |
0.86 GBP |
2025-12-19 |
Put |
Master data
| WKN: |
PC7N8J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.86 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-34.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.05 |
| Parity: |
2.55 |
| Time value: |
0.36 |
| Break-even: |
1.00 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-15.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.870 |
| High: |
2.870 |
| Low: |
2.720 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-8.22% |
| 3 Months |
|
|
+19.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.250 |
2.570 |
| 1M High / 1M Low: |
3.310 |
2.570 |
| 6M High / 6M Low: |
3.310 |
1.960 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.646 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.99% |
| Volatility 6M: |
|
74.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
