BNP Paribas Put 15 1U1 20.06.2025
/ DE000PC69WW2
BNP Paribas Put 15 1U1 20.06.2025/ DE000PC69WW2 /
2024-08-01 6:20:52 PM |
Chg.+0.070 |
Bid6:22:13 PM |
Ask6:22:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
+4.38% |
1.680 Bid Size: 5,340 |
1.750 Ask Size: 5,340 |
1+1 AG INH O.N. |
15.00 - |
2025-06-20 |
Put |
Master data
WKN: |
PC69WW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-8.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.33 |
Historic volatility: |
0.32 |
Parity: |
0.12 |
Time value: |
1.54 |
Break-even: |
13.34 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.07 |
Spread %: |
4.40% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-3.66 |
Rho: |
-0.07 |
Quote data
Open: |
1.590 |
High: |
1.670 |
Low: |
1.560 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.38% |
1 Month |
|
|
+19.29% |
3 Months |
|
|
+24.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
1.460 |
1M High / 1M Low: |
1.600 |
1.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |