BNP Paribas Put 12000 LISP 21.03.2025
/ DE000PC9RJ18
BNP Paribas Put 12000 LISP 21.03..../ DE000PC9RJ18 /
| 29/07/2024 10:19:51 |
Chg.-0.10 |
Bid15:37:55 |
Ask15:37:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-6.76% |
1.44
Bid Size: 12,700 |
1.46
Ask Size: 12,700 |
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: |
-7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
1.26 |
| Time value: |
0.15 |
| Break-even: |
11,098.77 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
-0.65 |
| Theta: |
-0.74 |
| Omega: |
-5.15 |
| Rho: |
-55.85 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.38 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-24.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.35 |
| 1M High / 1M Low: |
1.79 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
