BNP Paribas Put 140 BSI 21.03.2025
/ DE000PC7YX62
BNP Paribas Put 140 BSI 21.03.202.../ DE000PC7YX62 /
| 2024-11-01 9:20:34 PM |
Chg.-0.280 |
Bid2024-11-01 |
Ask2024-11-01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.030EUR |
-6.50% |
4.030
Bid Size: 745 |
4.120
Ask Size: 729 |
BE SEMICON.INDSINH.E... |
140.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC7YX6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
3.89 |
| Time value: |
0.23 |
| Break-even: |
98.80 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.23% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-1.89 |
| Rho: |
-0.45 |
Quote data
| Open: |
4.300 |
| High: |
4.320 |
| Low: |
3.970 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.63% |
| 1 Month |
|
|
+24.38% |
| 3 Months |
|
|
+6.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
3.710 |
| 1M High / 1M Low: |
4.310 |
3.120 |
| 6M High / 6M Low: |
4.310 |
0.990 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.25% |
| Volatility 6M: |
|
143.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
