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BNP Paribas Put 45 VZ 16.01.2026/  DE000PC1K9P4  /

Frankfurt Zert./BNP
2024-07-25  6:05:13 PM Chg.-0.020 Bid6:05:28 PM Ask6:05:28 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% 0.700
Bid Size: 100,000		 0.720
Ask Size: 100,000		 Verizon Communicatio... 45.00 USD 2026-01-16 Put
 

Master data

WKN: PC1K9P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.95
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.49
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.49
Time value: 0.25
Break-even: 34.12
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.78%
Delta: -0.50
Theta: 0.00
Omega: -2.45
Rho: -0.38
 

Quote data

Open: 0.730
High: 0.730
Low: 0.650
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+4.48%
3 Months
  -7.89%
YTD
  -26.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.580
1M High / 1M Low: 0.760 0.570
6M High / 6M Low: 0.830 0.570
High (YTD): 2024-01-11 0.910
Low (YTD): 2024-07-17 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.31%
Volatility 6M:   70.65%
Volatility 1Y:   -
Volatility 3Y:   -