BNP Paribas Put 12000 LISP 21.03.2025
/ DE000PC9RJ18
BNP Paribas Put 12000 LISP 21.03..../ DE000PC9RJ18 /
| 10/10/2024 14:21:26 |
Chg.+0.090 |
Bid14:35:08 |
Ask14:35:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+6.00% |
1.600
Bid Size: 11,300 |
1.620
Ask Size: 11,300 |
LINDT PS |
12,000.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RJ1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
1.34 |
| Time value: |
0.18 |
| Break-even: |
11,224.31 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
-0.69 |
| Theta: |
-1.28 |
| Omega: |
-5.15 |
| Rho: |
-41.47 |
Quote data
| Open: |
1.550 |
| High: |
1.590 |
| Low: |
1.550 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.25% |
| 1 Month |
|
|
+22.31% |
| 3 Months |
|
|
+10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.440 |
| 1M High / 1M Low: |
1.590 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
