BNP Paribas Put 45 ADEN 19.12.2025
/ DE000PC39CB1
BNP Paribas Put 45 ADEN 19.12.202.../ DE000PC39CB1 /
| 12/11/2024 16:21:37 |
Chg.+0.120 |
Bid17:13:17 |
Ask17:13:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
+5.29% |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
45.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC39CB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.28 |
| Parity: |
2.13 |
| Time value: |
0.18 |
| Break-even: |
24.85 |
| Moneyness: |
1.80 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-0.74 |
| Rho: |
-0.44 |
Quote data
| Open: |
2.380 |
| High: |
2.390 |
| Low: |
2.360 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.82% |
| 1 Month |
|
|
+22.56% |
| 3 Months |
|
|
+23.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
2.210 |
| 1M High / 1M Low: |
2.310 |
1.870 |
| 6M High / 6M Low: |
2.310 |
1.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.85% |
| Volatility 6M: |
|
45.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
