BNP Paribas Put 50 FRA 21.03.2025
/ DE000PC9RN12
BNP Paribas Put 50 FRA 21.03.2025/ DE000PC9RN12 /
| 9/4/2024 8:20:39 PM |
Chg.-0.010 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
0.660
Bid Size: 4,546 |
0.670
Ask Size: 4,478 |
FRAPORT AG FFM.AIRPO... |
50.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PC9RN1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.49 |
| Time value: |
0.19 |
| Break-even: |
43.20 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.90 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+1.54% |
| 3 Months |
|
|
+65.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.620 |
| 1M High / 1M Low: |
0.780 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
