BNP Paribas Put 40 ADEN 20.06.2025
/ DE000PC1MB27
BNP Paribas Put 40 ADEN 20.06.202.../ DE000PC1MB27 /
18/10/2024 16:21:20 |
Chg.-0.070 |
Bid17:16:05 |
Ask17:16:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
-4.70% |
- Bid Size: - |
- Ask Size: - |
ADECCO N |
40.00 CHF |
20/06/2025 |
Put |
Master data
WKN: |
PC1MB2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ADECCO N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.60 |
Historic volatility: |
0.30 |
Parity: |
1.28 |
Time value: |
0.16 |
Break-even: |
28.16 |
Moneyness: |
1.43 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.41% |
Delta: |
-0.67 |
Theta: |
-0.01 |
Omega: |
-1.38 |
Rho: |
-0.23 |
Quote data
Open: |
1.400 |
High: |
1.420 |
Low: |
1.390 |
Previous Close: |
1.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.71% |
1 Month |
|
|
+6.77% |
3 Months |
|
|
+29.09% |
YTD |
|
|
+118.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
1.330 |
1M High / 1M Low: |
1.490 |
1.280 |
6M High / 6M Low: |
1.570 |
0.690 |
High (YTD): |
11/09/2024 |
1.570 |
Low (YTD): |
08/01/2024 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.188 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.44% |
Volatility 6M: |
|
66.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |