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BNP Paribas Put 40 VZ 16.01.2026/  DE000PC1K9N9  /

Frankfurt Zert./BNP
2024-07-25  6:05:34 PM Chg.-0.010 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 100,000		 0.440
Ask Size: 100,000		 Verizon Communicatio... 40.00 USD 2026-01-16 Put
 

Master data

WKN: PC1K9N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.96
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.03
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.03
Time value: 0.43
Break-even: 32.31
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.38
Theta: 0.00
Omega: -3.01
Rho: -0.27
 

Quote data

Open: 0.440
High: 0.440
Low: 0.390
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+2.44%
3 Months
  -14.29%
YTD
  -34.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.340
1M High / 1M Low: 0.460 0.330
6M High / 6M Low: 0.540 0.330
High (YTD): 2024-01-11 0.610
Low (YTD): 2024-07-17 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.30%
Volatility 6M:   84.63%
Volatility 1Y:   -
Volatility 3Y:   -