BNP Paribas Put 22 EVK 21.03.2025
/ DE000PC9RM88
BNP Paribas Put 22 EVK 21.03.2025/ DE000PC9RM88 /
| 15/11/2024 15:06:07 |
Chg.0.000 |
Bid15/11/2024 |
Ask15/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.420
Bid Size: 40,000 |
0.440
Ask Size: 40,000 |
EVONIK INDUSTRIES NA... |
22.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RM8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.42 |
| Time value: |
0.02 |
| Break-even: |
17.60 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-3.19 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.430 |
0.160 |
| 6M High / 6M Low: |
0.430 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.32% |
| Volatility 6M: |
|
111.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
