BNP Paribas Put 50 BAER 19.12.2025
/ DE000PC38985
BNP Paribas Put 50 BAER 19.12.202.../ DE000PC38985 /
7/29/2024 10:21:25 AM |
Chg.-0.060 |
Bid12:01:32 PM |
Ask12:01:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-6.67% |
0.820 Bid Size: 21,000 |
0.830 Ask Size: 21,000 |
JULIUS BAER N |
50.00 CHF |
12/19/2025 |
Put |
Master data
WKN: |
PC3898 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
0.25 |
Time value: |
0.60 |
Break-even: |
43.62 |
Moneyness: |
1.05 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-2.41 |
Rho: |
-0.40 |
Quote data
Open: |
0.830 |
High: |
0.840 |
Low: |
0.830 |
Previous Close: |
0.900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.37% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
+2.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.650 |
1M High / 1M Low: |
0.900 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |