BNP Paribas Put 15 1U1 21.03.2025
/ DE000PC79R22
BNP Paribas Put 15 1U1 21.03.2025/ DE000PC79R22 /
| 2024-09-06 9:20:24 PM |
Chg.+0.050 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
+2.72% |
1.900
Bid Size: 5,260 |
1.970
Ask Size: 5,260 |
1+1 AG INH O.N. |
15.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
PC79R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
1.10 |
| Time value: |
0.87 |
| Break-even: |
13.03 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
3.68% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-3.75 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.850 |
| High: |
1.890 |
| Low: |
1.840 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.700 |
| 1M High / 1M Low: |
2.140 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
