BNP Paribas Put 15 CLN 19.12.2025
/ DE000PC7Y3W1
BNP Paribas Put 15 CLN 19.12.2025/ DE000PC7Y3W1 /
| 11/13/2024 9:54:10 AM |
Chg.-0.01 |
Bid10:20:44 AM |
Ask10:20:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.51EUR |
-0.22% |
4.50
Bid Size: 11,000 |
4.54
Ask Size: 11,000 |
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: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.17 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
4.17 |
| Time value: |
0.42 |
| Break-even: |
11.42 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.88% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-1.69 |
| Rho: |
-0.14 |
Quote data
| Open: |
4.51 |
| High: |
4.51 |
| Low: |
4.51 |
| Previous Close: |
4.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.10% |
| 1 Month |
|
|
+35.44% |
| 3 Months |
|
|
+21.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.44 |
| 1M High / 1M Low: |
4.52 |
3.23 |
| 6M High / 6M Low: |
4.52 |
2.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.47% |
| Volatility 6M: |
|
76.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
