BNP Paribas Put 150 PER 21.03.2025
/ DE000PG3UAT6
BNP Paribas Put 150 PER 21.03.202.../ DE000PG3UAT6 /
| 28/10/2024 17:21:08 |
Chg.-0.120 |
Bid28/10/2024 |
Ask28/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-4.12% |
2.790
Bid Size: 21,000 |
2.810
Ask Size: 21,000 |
PERNOD RICARD ... |
150.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PG3UAT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
2.67 |
| Time value: |
0.33 |
| Break-even: |
120.10 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
2.75% |
| Delta: |
-0.71 |
| Theta: |
-0.03 |
| Omega: |
-2.95 |
| Rho: |
-0.47 |
Quote data
| Open: |
2.810 |
| High: |
2.890 |
| Low: |
2.790 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.28% |
| 1 Month |
|
|
+72.22% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
2.610 |
| 1M High / 1M Low: |
2.910 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
