BNP Paribas Put 26 DUE 21.03.2025
/ DE000PC7ZHF4
BNP Paribas Put 26 DUE 21.03.2025/ DE000PC7ZHF4 /
| 11/7/2024 3:08:42 PM |
Chg.-0.110 |
Bid3:56:21 PM |
Ask3:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-23.91% |
0.350
Bid Size: 20,000 |
0.430
Ask Size: 20,000 |
DUERR AG O.N. |
26.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PC7ZHF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
20.50 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
22.22% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-2.75 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.350 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
-45.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.360 |
| 6M High / 6M Low: |
0.790 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.15% |
| Volatility 6M: |
|
92.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
