BNP Paribas Put 120 BSI 21.03.2025
/ DE000PG977W9
BNP Paribas Put 120 BSI 21.03.202.../ DE000PG977W9 /
| 2024-11-04 9:24:03 AM |
Chg.-0.04 |
Bid9:43:43 PM |
Ask9:43:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-1.57% |
2.36
Bid Size: 1,272 |
2.43
Ask Size: 1,235 |
BE SEMICON.INDSINH.E... |
120.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PG977W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.46 |
| Parity: |
1.89 |
| Time value: |
0.52 |
| Break-even: |
95.90 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
2.99% |
| Delta: |
-0.64 |
| Theta: |
-0.04 |
| Omega: |
-2.68 |
| Rho: |
-0.33 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.06 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
