BNP Paribas Put 15 CLN 21.03.2025
/ DE000PC8HFN8
BNP Paribas Put 15 CLN 21.03.2025/ DE000PC8HFN8 /
| 25/07/2024 11:21:27 |
Chg.+0.120 |
Bid11:46:03 |
Ask11:46:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+8.16% |
1.600
Bid Size: 10,000 |
1.620
Ask Size: 10,000 |
CLARIANT N |
15.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC8HFN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.58 |
| Time value: |
0.91 |
| Break-even: |
14.14 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-4.84 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.550 |
| High: |
1.590 |
| Low: |
1.550 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.45% |
| 1 Month |
|
|
-18.04% |
| 3 Months |
|
|
-44.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.320 |
| 1M High / 1M Low: |
1.940 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
