BNP Paribas Put 150 PER 19.09.2025
/ DE000PG4Z021
BNP Paribas Put 150 PER 19.09.202.../ DE000PG4Z021 /
2024-10-28 3:21:01 PM |
Chg.-0.030 |
Bid3:23:17 PM |
Ask3:23:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.080EUR |
-0.96% |
3.080 Bid Size: 24,000 |
3.100 Ask Size: 24,000 |
PERNOD RICARD ... |
150.00 EUR |
2025-09-19 |
Put |
Master data
WKN: |
PG4Z02 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-07-26 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.67 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
2.67 |
Time value: |
0.52 |
Break-even: |
118.20 |
Moneyness: |
1.22 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
2.58% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-2.42 |
Rho: |
-0.97 |
Quote data
Open: |
3.020 |
High: |
3.090 |
Low: |
3.020 |
Previous Close: |
3.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.94% |
1 Month |
|
|
+58.76% |
3 Months |
|
|
+14.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.110 |
2.840 |
1M High / 1M Low: |
3.110 |
2.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.725 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |