BNP Paribas Put 400 TCHBF 21.03.2025
/ DE000PC70368
BNP Paribas Put 400 TCHBF 21.03.2.../ DE000PC70368 /
| 2024-11-25 4:21:26 PM |
Chg.-0.020 |
Bid5:09:52 PM |
Ask5:09:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-0.99% |
-
Bid Size: - |
-
Ask Size: - |
Tecan AG |
400.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
PC7036 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tecan AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-11-26 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.36 |
| Parity: |
1.89 |
| Time value: |
0.13 |
| Break-even: |
198.00 |
| Moneyness: |
1.90 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
-0.74 |
| Theta: |
-0.22 |
| Omega: |
-0.78 |
| Rho: |
-0.88 |
Quote data
| Open: |
2.010 |
| High: |
2.020 |
| Low: |
2.000 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.99% |
| 3 Months |
|
|
+47.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.030 |
2.010 |
| 6M High / 6M Low: |
2.060 |
0.820 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
110.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
