BNP Paribas Put 25 LDO 20.03.2025
/ DE000PC9R3B2
BNP Paribas Put 25 LDO 20.03.2025/ DE000PC9R3B2 /
| 11/12/2024 9:20:40 PM |
Chg.-0.020 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-1.33% |
1.490
Bid Size: 3,150 |
1.630
Ask Size: 3,150 |
LEONARDO |
25.00 EUR |
3/20/2025 |
Put |
Master data
| WKN: |
PC9R3B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.78 |
| Time value: |
1.64 |
| Break-even: |
23.36 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.14 |
| Spread %: |
9.33% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-5.99 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.530 |
| High: |
1.550 |
| Low: |
1.240 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.04% |
| 1 Month |
|
|
-70.16% |
| 3 Months |
|
|
-62.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
1.500 |
| 1M High / 1M Low: |
4.360 |
1.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
