BNP Paribas Put 150 BSI 21.03.2025
/ DE000PC7YX70
BNP Paribas Put 150 BSI 21.03.202.../ DE000PC7YX70 /
| 2024-07-22 9:20:41 PM |
Chg.-0.290 |
Bid9:53:01 PM |
Ask9:53:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-13.43% |
1.870
Bid Size: 1,605 |
1.970
Ask Size: 1,523 |
BE SEMICON.INDSINH.E... |
150.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC7YX7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.43 |
| Parity: |
0.32 |
| Time value: |
1.94 |
| Break-even: |
127.40 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
4.15% |
| Delta: |
-0.42 |
| Theta: |
-0.04 |
| Omega: |
-2.73 |
| Rho: |
-0.56 |
Quote data
| Open: |
2.120 |
| High: |
2.120 |
| Low: |
1.870 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.75% |
| 1 Month |
|
|
-2.09% |
| 3 Months |
|
|
-42.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.310 |
| 1M High / 1M Low: |
2.160 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
