BNP Paribas Put 15 CLN 19.12.2025
/ DE000PC7Y3W1
BNP Paribas Put 15 CLN 19.12.2025/ DE000PC7Y3W1 /
16/08/2024 12:21:09 |
Chg.-0.050 |
Bid13:10:36 |
Ask13:10:36 |
Underlying |
Strike price |
Expiration date |
Option type |
3.190EUR |
-1.54% |
3.220 Bid Size: 8,000 |
3.240 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: |
-4.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.42 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
2.42 |
Time value: |
0.87 |
Break-even: |
12.38 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
-0.53 |
Theta: |
0.00 |
Omega: |
-2.13 |
Rho: |
-0.14 |
Quote data
Open: |
3.220 |
High: |
3.220 |
Low: |
3.190 |
Previous Close: |
3.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.25% |
1 Month |
|
|
+37.50% |
3 Months |
|
|
+23.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.810 |
3.240 |
1M High / 1M Low: |
4.010 |
2.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.953 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |