BNP Paribas Put 20 1U1 21.03.2025
/ DE000PC7YC75
BNP Paribas Put 20 1U1 21.03.2025/ DE000PC7YC75 /
9/9/2024 3:08:56 PM |
Chg.-0.010 |
Bid3:19:14 PM |
Ask3:19:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-1.49% |
0.670 Bid Size: 50,000 |
0.680 Ask Size: 50,000 |
1+1 AG INH O.N. |
20.00 - |
3/21/2025 |
Put |
Master data
WKN: |
PC7YC7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.71 |
Historic volatility: |
0.30 |
Parity: |
0.61 |
Time value: |
0.09 |
Break-even: |
13.00 |
Moneyness: |
1.44 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
-0.66 |
Theta: |
-0.01 |
Omega: |
-1.31 |
Rho: |
-0.09 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.660 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.45% |
1 Month |
|
|
-12.00% |
3 Months |
|
|
+65.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.620 |
1M High / 1M Low: |
0.770 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |