BNP Paribas Put 20 ADEN 19.12.202.../  DE000PL1F402  /

Frankfurt Zert./BNP
2024-12-20  4:20:12 PM Chg.-0.020 Bid5:01:16 PM Ask5:01:16 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% -
Bid Size: -
-
Ask Size: -
ADECCO N 20.00 CHF 2025-12-19 Put
 

Master data

WKN: PL1F40
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 20.00 CHF
Maturity: 2025-12-19
Issue date: 2024-11-15
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.29
Parity: -0.20
Time value: 0.25
Break-even: 18.97
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.31
Theta: 0.00
Omega: -2.93
Rho: -0.10
 

Quote data

Open: 0.260
High: 0.260
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+14.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.260 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -