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: |
|
- |