BNP Paribas Put 35 LXS 20.06.2025
/ DE000PC1HV12
BNP Paribas Put 35 LXS 20.06.2025/ DE000PC1HV12 /
02/08/2024 21:20:17 |
Chg.+0.010 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+0.86% |
1.170 Bid Size: 4,700 |
1.250 Ask Size: 4,700 |
LANXESS AG |
35.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
PC1HV1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
1.20 |
Time value: |
0.05 |
Break-even: |
22.50 |
Moneyness: |
1.52 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
6.84% |
Delta: |
-0.71 |
Theta: |
0.00 |
Omega: |
-1.31 |
Rho: |
-0.25 |
Quote data
Open: |
1.160 |
High: |
1.200 |
Low: |
1.160 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.43% |
1 Month |
|
|
+1.74% |
3 Months |
|
|
+27.17% |
YTD |
|
|
+32.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.030 |
1M High / 1M Low: |
1.270 |
0.970 |
6M High / 6M Low: |
1.330 |
0.830 |
High (YTD): |
14/06/2024 |
1.330 |
Low (YTD): |
07/05/2024 |
0.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.21% |
Volatility 6M: |
|
63.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |