BNP Paribas Put 320 SRT3 19.12.2025
/ DE000PC36YE5
BNP Paribas Put 320 SRT3 19.12.20.../ DE000PC36YE5 /
2024-10-11 9:50:12 PM |
Chg.-0.030 |
Bid2024-10-11 |
Ask2024-10-11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-2.94% |
0.990 Bid Size: 13,000 |
1.000 Ask Size: 13,000 |
SARTORIUS AG VZO O.N... |
320.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
PC36YE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-30 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.51 |
Historic volatility: |
0.49 |
Parity: |
0.80 |
Time value: |
0.20 |
Break-even: |
220.00 |
Moneyness: |
1.33 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.01% |
Delta: |
-0.57 |
Theta: |
-0.04 |
Omega: |
-1.36 |
Rho: |
-2.80 |
Quote data
Open: |
1.020 |
High: |
1.020 |
Low: |
0.980 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.98% |
1 Month |
|
|
+2.06% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.990 |
1M High / 1M Low: |
1.060 |
0.930 |
6M High / 6M Low: |
1.220 |
0.610 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.995 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.966 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.40% |
Volatility 6M: |
|
77.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |