BNP Paribas Put 12.5 SDF 21.03.2025
/ DE000PC7Z1M5
BNP Paribas Put 12.5 SDF 21.03.20.../ DE000PC7Z1M5 /
| 10/28/2024 5:09:25 PM |
Chg.-0.020 |
Bid5:37:12 PM |
Ask5:37:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-11.76% |
0.150
Bid Size: 19,800 |
0.160
Ask Size: 19,800 |
K+S AG NA O.N. |
12.50 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+7.14% |
| 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: |
|
- |
