BNP Paribas Put 400 SRT3 20.06.2025
/ DE000PC36X91
BNP Paribas Put 400 SRT3 20.06.20.../ DE000PC36X91 /
7/10/2024 12:04:19 PM |
Chg.0.00 |
Bid12:15:09 PM |
Ask12:15:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.70EUR |
0.00% |
1.70 Bid Size: 45,750 |
1.72 Ask Size: 45,750 |
SARTORIUS AG VZO O.N... |
400.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
PC36X9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/30/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.59 |
Historic volatility: |
0.46 |
Parity: |
1.70 |
Time value: |
0.03 |
Break-even: |
227.00 |
Moneyness: |
1.74 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.17% |
Delta: |
-0.73 |
Theta: |
-0.03 |
Omega: |
-0.97 |
Rho: |
-3.22 |
Quote data
Open: |
1.71 |
High: |
1.71 |
Low: |
1.69 |
Previous Close: |
1.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.03% |
1 Month |
|
|
+8.97% |
3 Months |
|
|
+73.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.79 |
1.69 |
1M High / 1M Low: |
1.90 |
1.54 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |