BNP Paribas Put 50 VZ 16.01.2026
/ DE000PC4AEJ3
BNP Paribas Put 50 VZ 16.01.2026/ DE000PC4AEJ3 /
| 11/6/2024 8:50:30 PM |
Chg.+0.010 |
Bid9:02:17 PM |
Ask9:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
0.970
Bid Size: 95,000 |
0.990
Ask Size: 95,000 |
Verizon Communicatio... |
50.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC4AEJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
0.16 |
| Break-even: |
36.13 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-2.34 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.910 |
| High: |
0.980 |
| Low: |
0.910 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.880 |
| 1M High / 1M Low: |
0.960 |
0.770 |
| 6M High / 6M Low: |
1.120 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.956 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.03% |
| Volatility 6M: |
|
64.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
