BNP Paribas Put 140 BSI 21.03.2025
/ DE000PC7YX62
BNP Paribas Put 140 BSI 21.03.202.../ DE000PC7YX62 /
| 2024-07-26 8:39:29 AM |
Chg.+0.10 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
+3.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
1.71 |
| Time value: |
0.99 |
| Break-even: |
113.00 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
3.05% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-2.45 |
| Rho: |
-0.61 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.36% |
| 1 Month |
|
|
+87.59% |
| 3 Months |
|
|
+20.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
1.39 |
| 1M High / 1M Low: |
2.72 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
