BNP Paribas Put 22 DUE 20.06.2025
/ DE000PC39M91
BNP Paribas Put 22 DUE 20.06.2025/ DE000PC39M91 /
| 11/7/2024 3:21:02 PM |
Chg.-0.030 |
Bid3:47:51 PM |
Ask3:47:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.200
Bid Size: 20,000 |
0.240
Ask Size: 20,000 |
DUERR AG O.N. |
22.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
PC39M9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.09 |
| Time value: |
0.24 |
| Break-even: |
18.70 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
43.48% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-2.90 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.190 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-48.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.300 |
0.210 |
| 6M High / 6M Low: |
0.490 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.20% |
| Volatility 6M: |
|
106.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
