BNP Paribas Put 10000 LISP 21.03.2025
/ DE000PC9RJZ1
BNP Paribas Put 10000 LISP 21.03..../ DE000PC9RJZ1 /
| 30/08/2024 09:50:10 |
Chg.-0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
10,000.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RJZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10,000.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-1.21 |
| Time value: |
0.36 |
| Break-even: |
10,286.21 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
-0.23 |
| Theta: |
-1.51 |
| Omega: |
-7.64 |
| Rho: |
-17.21 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
+8.82% |
| 3 Months |
|
|
-33.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 1M High / 1M Low: |
0.450 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
