BNP Paribas Put 25 DUE 20.06.2025
/ DE000PC39NA0
BNP Paribas Put 25 DUE 20.06.2025/ DE000PC39NA0 /
| 07/11/2024 14:21:12 |
Chg.-0.060 |
Bid14:55:48 |
Ask14:55:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-13.64% |
0.370
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
DUERR AG O.N. |
25.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
PC39NA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
0.39 |
| Time value: |
0.14 |
| Break-even: |
19.70 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
23.26% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-2.35 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.350 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
-39.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.370 |
| 6M High / 6M Low: |
0.720 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.97% |
| Volatility 6M: |
|
82.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
