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BNP Paribas Put 35 ADEN 20.12.202.../  DE000PN7C354  /

Frankfurt Zert./BNP
11/12/2024  1:21:14 PM Chg.+0.120 Bid1:50:33 PM Ask1:50:33 PM Underlying Strike price Expiration date Option type
1.160EUR +11.54% 1.150
Bid Size: 100,000		 1.170
Ask Size: 100,000		 ADECCO N 35.00 CHF 12/20/2024 Put
 

Master data

WKN: PN7C35
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 35.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.49
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.69
Historic volatility: 0.28
Parity: 1.06
Time value: 0.01
Break-even: 26.59
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.90%
Delta: -0.92
Theta: -0.01
Omega: -2.29
Rho: -0.04
 

Quote data

Open: 1.150
High: 1.170
Low: 1.140
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.48%
1 Month  
+58.90%
3 Months  
+56.76%
YTD  
+346.15%
1 Year  
+251.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.980
1M High / 1M Low: 1.070 0.640
6M High / 6M Low: 1.070 0.230
High (YTD): 11/8/2024 1.070
Low (YTD): 5/16/2024 0.230
52W High: 11/8/2024 1.070
52W Low: 5/16/2024 0.230
Avg. price 1W:   1.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.828
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   143.44%
Volatility 6M:   113.57%
Volatility 1Y:   111.09%
Volatility 3Y:   -