BNP Paribas Put 0.86 EUR/GBP 19.1.../  DE000PC7N8J0  /

Frankfurt Zert./BNP
8/23/2024  9:20:40 PM Chg.+0.090 Bid9:48:16 PM Ask9:48:16 PM Underlying Strike price Expiration date Option type
2.500EUR +3.73% 2.500
Bid Size: 15,000
2.510
Ask Size: 15,000
- 0.86 GBP 12/19/2025 Put
 

Master data

WKN: PC7N8J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 0.86 GBP
Maturity: 12/19/2025
Issue date: 4/5/2024
Last trading day: 12/18/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -39.84
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 1.53
Implied volatility: 0.09
Historic volatility: 0.04
Parity: 1.53
Time value: 0.98
Break-even: 0.99
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.40%
Delta: -0.35
Theta: 0.00
Omega: -14.08
Rho: 0.00
 

Quote data

Open: 2.420
High: 2.540
Low: 2.420
Previous Close: 2.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.13%
1 Month
  -7.75%
3 Months  
+11.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.160
1M High / 1M Low: 2.840 1.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.306
Avg. volume 1W:   0.000
Avg. price 1M:   2.342
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -