BNP Paribas Put 120 BSI 21.03.2025
/ DE000PC8HC34
BNP Paribas Put 120 BSI 21.03.202.../ DE000PC8HC34 /
8/23/2024 8:39:49 AM |
Chg.+0.05 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+3.55% |
- Bid Size: - |
- Ask Size: - |
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: |
-7.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.49 |
Historic volatility: |
0.46 |
Parity: |
0.05 |
Time value: |
1.61 |
Break-even: |
103.50 |
Moneyness: |
1.00 |
Premium: |
0.13 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.08 |
Spread %: |
5.10% |
Delta: |
-0.41 |
Theta: |
-0.03 |
Omega: |
-2.96 |
Rho: |
-0.37 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.01% |
1 Month |
|
|
-2.01% |
3 Months |
|
|
+25.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.41 |
1M High / 1M Low: |
2.70 |
1.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |