BNP Paribas Put 30 ADEN 20.06.202.../  DE000PC39B78  /

EUWAX
2024-12-20  9:44:50 AM Chg.+0.06 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.06EUR +6.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 2025-06-20 Put
 

Master data

WKN: PC39B7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 30.00 CHF
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.30
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 0.66
Historic volatility: 0.29
Parity: 0.87
Time value: 0.15
Break-even: 22.01
Moneyness: 1.37
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.00%
Delta: -0.66
Theta: -0.01
Omega: -1.53
Rho: -0.13
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.48%
1 Month  
+16.48%
3 Months  
+116.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.91
1M High / 1M Low: 1.06 0.80
6M High / 6M Low: 1.06 0.34
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.70%
Volatility 6M:   113.48%
Volatility 1Y:   -
Volatility 3Y:   -