BNP Paribas Put 18 DUE 21.03.2025/  DE000PC7ZHA5  /

EUWAX
2024-07-04  6:12:59 PM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
DUERR AG O.N. 18.00 EUR 2025-03-21 Put
 

Master data

WKN: PC7ZHA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DUERR AG O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.56
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -0.23
Time value: 0.15
Break-even: 16.50
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 36.36%
Delta: -0.28
Theta: 0.00
Omega: -3.74
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+92.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.130 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -