BNP Paribas Put 300 TCHBF 21.03.2025
/ DE000PC70343
BNP Paribas Put 300 TCHBF 21.03.2.../ DE000PC70343 /
| 2024-12-12 4:21:04 PM |
Chg.+0.050 |
Bid5:18:07 PM |
Ask5:18:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
Tecan AG |
300.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
PC7034 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tecan AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.36 |
| Parity: |
0.89 |
| Time value: |
0.14 |
| Break-even: |
197.00 |
| Moneyness: |
1.42 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
-0.69 |
| Theta: |
-0.18 |
| Omega: |
-1.41 |
| Rho: |
-0.61 |
Quote data
| Open: |
0.970 |
| High: |
1.000 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.050 |
0.940 |
| 6M High / 6M Low: |
1.050 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.72% |
| Volatility 6M: |
|
192.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
