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: |
|
- |