BNP Paribas Put 11000 LISP 21.03.2025
/ DE000PC9RJ00
BNP Paribas Put 11000 LISP 21.03..../ DE000PC9RJ00 /
8/30/2024 4:21:10 PM |
Chg.-0.100 |
Bid5:18:28 PM |
Ask5:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-12.50% |
- 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: |
-16.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-0.15 |
Time value: |
0.71 |
Break-even: |
11,000.83 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.90% |
Delta: |
-0.40 |
Theta: |
-1.62 |
Omega: |
-6.60 |
Rho: |
-29.86 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.680 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.39% |
1 Month |
|
|
-6.67% |
3 Months |
|
|
-34.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.700 |
1M High / 1M Low: |
0.880 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.792 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |