BNP Paribas Put 10 CLN 20.12.2024
/ DE000PC25BX6
BNP Paribas Put 10 CLN 20.12.2024/ DE000PC25BX6 /
| 28/08/2024 16:21:22 |
Chg.0.000 |
Bid28/08/2024 |
Ask28/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
10.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC25BX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-116.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-3.31 |
| Time value: |
0.12 |
| Break-even: |
10.50 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-9.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.290 |
0.058 |
| 6M High / 6M Low: |
0.730 |
0.054 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.02% |
| Volatility 6M: |
|
214.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
