BNP Paribas Put 12 1U1 21.03.2025
/ DE000PC79R14
BNP Paribas Put 12 1U1 21.03.2025/ DE000PC79R14 /
2024-08-01 6:17:16 PM |
Chg.+0.040 |
Bid6:38:33 PM |
Ask6:38:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+6.06% |
0.700 Bid Size: 8,760 |
0.770 Ask Size: 8,760 |
1+1 AG INH O.N. |
12.00 - |
2025-03-21 |
Put |
Master data
WKN: |
PC79R1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-20.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
-2.88 |
Time value: |
0.72 |
Break-even: |
11.28 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.07 |
Spread %: |
10.77% |
Delta: |
-0.20 |
Theta: |
0.00 |
Omega: |
-4.14 |
Rho: |
-0.02 |
Quote data
Open: |
0.640 |
High: |
0.700 |
Low: |
0.640 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.64% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
+9.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.590 |
1M High / 1M Low: |
0.660 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |