BNP Paribas Put 200 BSI 21.03.2025
/ DE000PC7YYA3
BNP Paribas Put 200 BSI 21.03.202.../ DE000PC7YYA3 /
| 23/08/2024 21:20:41 |
Chg.+0.270 |
Bid21:52:58 |
Ask21:52:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.150EUR |
+3.43% |
8.140
Bid Size: 446 |
8.240
Ask Size: 446 |
BE SEMICON.INDSINH.E... |
200.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC7YYA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.05 |
| Intrinsic value: |
8.05 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.46 |
| Parity: |
8.05 |
| Time value: |
0.21 |
| Break-even: |
117.50 |
| Moneyness: |
1.67 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
1.23% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-1.12 |
| Rho: |
-1.00 |
Quote data
| Open: |
7.910 |
| High: |
8.260 |
| Low: |
7.910 |
| Previous Close: |
7.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.77% |
| 1 Month |
|
|
+5.30% |
| 3 Months |
|
|
+29.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.150 |
7.760 |
| 1M High / 1M Low: |
9.340 |
7.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
