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: |
|
- |