BNP Paribas Put 40 FRA 19.12.2025
/ DE000PC7ZMM0
BNP Paribas Put 40 FRA 19.12.2025/ DE000PC7ZMM0 /
04/09/2024 18:14:27 |
Chg.0.000 |
Bid19:13:58 |
Ask19:13:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
0.00% |
0.390 Bid Size: 7,693 |
0.400 Ask Size: 7,500 |
FRAPORT AG FFM.AIRPO... |
40.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
PC7ZMM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-0.51 |
Time value: |
0.40 |
Break-even: |
36.00 |
Moneyness: |
0.89 |
Premium: |
0.20 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-3.07 |
Rho: |
-0.21 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.390 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.63% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+39.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.380 |
1M High / 1M Low: |
0.470 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |