BNP Paribas Put 300 SOON 21.03.2025
/ DE000PC700B3
BNP Paribas Put 300 SOON 21.03.20.../ DE000PC700B3 /
26/07/2024 14:21:09 |
Chg.-0.260 |
Bid15:14:24 |
Ask15:14:24 |
Underlying |
Strike price |
Expiration date |
Option type |
4.400EUR |
-5.58% |
4.420 Bid Size: 6,000 |
4.450 Ask Size: 6,000 |
SONOVA N |
300.00 CHF |
21/03/2025 |
Put |
Master data
WKN: |
PC700B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.32 |
Intrinsic value: |
3.97 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
3.97 |
Time value: |
0.61 |
Break-even: |
267.96 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.66% |
Delta: |
-0.64 |
Theta: |
-0.03 |
Omega: |
-3.86 |
Rho: |
-1.45 |
Quote data
Open: |
4.520 |
High: |
4.520 |
Low: |
4.290 |
Previous Close: |
4.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.51% |
1 Month |
|
|
+9.45% |
3 Months |
|
|
-21.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.660 |
4.350 |
1M High / 1M Low: |
4.660 |
3.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.486 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.923 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |