BNP Paribas Put 12000 LISP 21.03.2025
/ DE000PC9RJ18
BNP Paribas Put 12000 LISP 21.03..../ DE000PC9RJ18 /
10/18/2024 4:21:20 PM |
Chg.+0.010 |
Bid5:19:31 PM |
Ask5:19:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+0.68% |
- Bid Size: - |
- Ask Size: - |
LINDT PS |
12,000.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
1.28 |
Time value: |
0.17 |
Break-even: |
11,318.29 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.40% |
Delta: |
-0.69 |
Theta: |
-1.32 |
Omega: |
-5.46 |
Rho: |
-39.25 |
Quote data
Open: |
1.480 |
High: |
1.520 |
Low: |
1.480 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.07% |
1 Month |
|
|
+6.47% |
3 Months |
|
|
-2.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
1.430 |
1M High / 1M Low: |
1.590 |
1.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.450 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |