BNP Paribas Put 45 AHEXF 19.12.2025
/ DE000PC39CB1
BNP Paribas Put 45 AHEXF 19.12.20.../ DE000PC39CB1 /
| 2024-11-25 9:45:23 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Adecco Group AG |
45.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
PC39CB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Adecco Group AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.29 |
| Parity: |
2.15 |
| Time value: |
0.34 |
| Break-even: |
20.10 |
| Moneyness: |
1.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-0.53 |
| Rho: |
-0.38 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.50 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.40% |
| 3 Months |
|
|
+32.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.51 |
2.50 |
| 6M High / 6M Low: |
2.51 |
1.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
46.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
