BNP Paribas Put 400 SRT3 19.12.2025
/ DE000PC36YG0
BNP Paribas Put 400 SRT3 19.12.20.../ DE000PC36YG0 /
24/07/2024 21:20:14 |
Chg.-0.050 |
Bid08:02:28 |
Ask08:02:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-2.75% |
1.770 Bid Size: 10,200 |
1.790 Ask Size: 10,200 |
SARTORIUS AG VZO O.N... |
400.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
PC36YG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
30/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.60 |
Historic volatility: |
0.48 |
Parity: |
1.80 |
Time value: |
0.05 |
Break-even: |
215.00 |
Moneyness: |
1.82 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
1.65% |
Delta: |
-0.66 |
Theta: |
-0.02 |
Omega: |
-0.79 |
Rho: |
-4.64 |
Quote data
Open: |
1.830 |
High: |
1.860 |
Low: |
1.760 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.99% |
1 Month |
|
|
-3.28% |
3 Months |
|
|
+30.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.670 |
1M High / 1M Low: |
1.940 |
1.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |