BNP Paribas Put 15 CLN 19.12.2025
/ DE000PC7Y3W1
BNP Paribas Put 15 CLN 19.12.2025/ DE000PC7Y3W1 /
| 29/08/2024 09:20:57 |
Chg.-0.090 |
Bid09:55:23 |
Ask09:55:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
-2.96% |
2.940
Bid Size: 8,000 |
2.960
Ask Size: 8,000 |
CLARIANT N |
15.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC7Y3W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.08 |
| Time value: |
0.98 |
| Break-even: |
12.96 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-2.33 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.950 |
| High: |
2.950 |
| Low: |
2.950 |
| Previous Close: |
3.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.14% |
| 1 Month |
|
|
+29.39% |
| 3 Months |
|
|
+26.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.110 |
2.950 |
| 1M High / 1M Low: |
4.010 |
2.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
