BNP Paribas Put 200 BSI 21.03.202.../  DE000PC7YYA3  /

EUWAX
2024-07-26  8:39:27 AM Chg.+0.15 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
7.84EUR +1.95% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 200.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.57
Leverage: Yes

Calculated values

Fair value: 7.71
Intrinsic value: 7.71
Implied volatility: 0.57
Historic volatility: 0.45
Parity: 7.71
Time value: 0.11
Break-even: 121.80
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 1.30%
Delta: -0.78
Theta: -0.02
Omega: -1.23
Rho: -1.13
 

Quote data

Open: 7.84
High: 7.84
Low: 7.84
Previous Close: 7.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.77%
1 Month  
+51.64%
3 Months  
+16.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.84 5.15
1M High / 1M Low: 7.84 4.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.32
Avg. volume 1W:   0.00
Avg. price 1M:   4.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -