BNP Paribas Put 45 BAER 21.03.2025
/ DE000PC7ZZN0
BNP Paribas Put 45 BAER 21.03.202.../ DE000PC7ZZN0 /
| 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: |
|
- |
