BNP Paribas Put 120 BSI 21.03.2025
/ DE000PC8HC34
BNP Paribas Put 120 BSI 21.03.202.../ DE000PC8HC34 /
7/23/2024 8:38:59 AM |
Chg.-0.120 |
Bid9:05:59 PM |
Ask9:05:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-13.64% |
0.730 Bid Size: 4,110 |
0.830 Ask Size: 3,615 |
BE SEMICON.INDSINH.E... |
120.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
PC8HC3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BE SEMICON.INDSINH.EO-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/17/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.43 |
Parity: |
-3.12 |
Time value: |
0.86 |
Break-even: |
111.40 |
Moneyness: |
0.79 |
Premium: |
0.26 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.10 |
Spread %: |
13.16% |
Delta: |
-0.20 |
Theta: |
-0.03 |
Omega: |
-3.57 |
Rho: |
-0.26 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.15% |
1 Month |
|
|
+1.33% |
3 Months |
|
|
-53.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.520 |
1M High / 1M Low: |
0.880 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |