BNP Paribas Put 11000 LISP 21.03.2025
/ DE000PC9RJ00
BNP Paribas Put 11000 LISP 21.03..../ DE000PC9RJ00 /
| 6/28/2024 4:21:08 PM |
Chg.-0.040 |
Bid5:18:05 PM |
Ask5:18:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-3.77% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
11,000.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC9RJ0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,000.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.58 |
| Time value: |
0.46 |
| Break-even: |
10,386.66 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
-0.51 |
| Theta: |
-1.01 |
| Omega: |
-5.30 |
| Rho: |
-47.59 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.020 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.91% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.810 |
| 1M High / 1M Low: |
1.100 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
