BNP Paribas Put 45 BAER 21.03.202.../  DE000PC7ZZN0  /

EUWAX
2024-07-25  10:07:37 AM Chg.+0.140 Bid10:25:33 AM Ask10:25:33 AM Underlying Strike price Expiration date Option type
0.350EUR +66.67% 0.370
Bid Size: 36,000
0.380
Ask Size: 36,000
JULIUS BAER N 45.00 CHF 2025-03-21 Put
 

Master data

WKN: PC7ZZN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 45.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.32
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.67
Time value: 0.23
Break-even: 44.60
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.24
Theta: -0.01
Omega: -5.50
Rho: -0.10
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+45.83%
3 Months
  -12.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.260 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -