BNP Paribas Put 150 BSI 21.03.2025
/ DE000PC7YX70
BNP Paribas Put 150 BSI 21.03.202.../ DE000PC7YX70 /
| 11/8/2024 10:24:30 AM |
Chg.-0.64 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
-13.42% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
150.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.46 |
| Parity: |
4.12 |
| Time value: |
0.12 |
| Break-even: |
107.60 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
2.17% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-2.09 |
| Rho: |
-0.48 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.33% |
| 1 Month |
|
|
-2.82% |
| 3 Months |
|
|
-2.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.00 |
4.13 |
| 1M High / 1M Low: |
5.26 |
3.94 |
| 6M High / 6M Low: |
5.26 |
1.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.09% |
| Volatility 6M: |
|
160.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
