BNP Paribas Put 45 VZ 19.12.2025
/ DE000PC1K9L3
BNP Paribas Put 45 VZ 19.12.2025/ DE000PC1K9L3 /
04/09/2024 15:20:20 |
Chg.-0.010 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-1.89% |
0.520 Bid Size: 50,000 |
0.570 Ask Size: 50,000 |
Verizon Communicatio... |
45.00 USD |
19/12/2025 |
Put |
Master data
WKN: |
PC1K9L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
0.19 |
Time value: |
0.35 |
Break-even: |
35.33 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
3.85% |
Delta: |
-0.43 |
Theta: |
0.00 |
Omega: |
-3.11 |
Rho: |
-0.29 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.520 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.86% |
1 Month |
|
|
-21.21% |
3 Months |
|
|
-16.13% |
YTD |
|
|
-44.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.530 |
1M High / 1M Low: |
0.730 |
0.530 |
6M High / 6M Low: |
0.810 |
0.530 |
High (YTD): |
11/01/2024 |
0.890 |
Low (YTD): |
03/09/2024 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.570 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.680 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.97% |
Volatility 6M: |
|
73.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |