BNP Paribas Put 12.5 SDF 21.03.2025
/ DE000PC7Z1M5
BNP Paribas Put 12.5 SDF 21.03.20.../ DE000PC7Z1M5 /
28/10/2024 15:08:11 |
Chg.-0.010 |
Bid28/10/2024 |
Ask28/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
0.160 Bid Size: 97,000 |
0.170 Ask Size: 97,000 |
K+S AG NA O.N. |
12.50 EUR |
21/03/2025 |
Put |
Master data
WKN: |
PC7Z1M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
K+S AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.50 EUR |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
0.13 |
Time value: |
0.05 |
Break-even: |
10.70 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
-0.62 |
Theta: |
0.00 |
Omega: |
-3.85 |
Rho: |
-0.03 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.170 |
1M High / 1M Low: |
0.210 |
0.140 |
6M High / 6M Low: |
0.250 |
0.085 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.149 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.47% |
Volatility 6M: |
|
129.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |