BNP Paribas Put 15 CLN 19.12.2025
/ DE000PC7Y3W1
BNP Paribas Put 15 CLN 19.12.2025/ DE000PC7Y3W1 /
| 7/25/2024 11:21:10 AM |
Chg.+0.130 |
Bid11:47:28 AM |
Ask11:47:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+5.78% |
2.380
Bid Size: 7,000 |
2.400
Ask Size: 7,000 |
CLARIANT N |
15.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC7Y3W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.58 |
| Time value: |
1.69 |
| Break-even: |
13.36 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-2.71 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.330 |
| High: |
2.380 |
| Low: |
2.330 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
-10.19% |
| 3 Months |
|
|
-29.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
2.100 |
| 1M High / 1M Low: |
2.650 |
2.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
