BNP Paribas Put 45 FRA 20.06.2025
/ DE000PC37X09
BNP Paribas Put 45 FRA 20.06.2025/ DE000PC37X09 /
| 7/29/2024 9:20:28 PM |
Chg.-0.010 |
Bid7/29/2024 |
Ask7/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.440
Bid Size: 6,819 |
0.450
Ask Size: 6,667 |
FRAPORT AG FFM.AIRPO... |
45.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
PC37X0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.19 |
| Time value: |
0.46 |
| Break-even: |
40.40 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-3.57 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
-12.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.440 |
| 1M High / 1M Low: |
0.470 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
