BNP Paribas Put 50 VZ 19.12.2025/  DE000PC4AEH7  /

Frankfurt Zert./BNP
2024-07-24  9:50:43 PM Chg.-0.040 Bid2024-07-24 Ask2024-07-24 Underlying Strike price Expiration date Option type
1.050EUR -3.67% 1.050
Bid Size: 48,500
1.080
Ask Size: 48,500
Verizon Communicatio... 50.00 USD 2025-12-19 Put
 

Master data

WKN: PC4AEH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.17
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 1.02
Time value: 0.11
Break-even: 34.78
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 2.73%
Delta: -0.61
Theta: 0.00
Omega: -1.92
Rho: -0.46
 

Quote data

Open: 1.110
High: 1.110
Low: 1.040
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+7.14%
3 Months
  -3.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.870
1M High / 1M Low: 1.090 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -