BNP Paribas Put 50 VZ 19.12.2025
/ DE000PC4AEH7
BNP Paribas Put 50 VZ 19.12.2025/ DE000PC4AEH7 /
28/08/2024 20:50:38 |
Chg.0.000 |
Bid21:07:05 |
Ask21:07:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
0.00% |
0.920 Bid Size: 99,000 |
0.950 Ask Size: 99,000 |
Verizon Communicatio... |
50.00 USD |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
0.76 |
Time value: |
0.18 |
Break-even: |
35.33 |
Moneyness: |
1.21 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
3.30% |
Delta: |
-0.56 |
Theta: |
0.00 |
Omega: |
-2.23 |
Rho: |
-0.40 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.900 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.16% |
1 Month |
|
|
-8.91% |
3 Months |
|
|
-16.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.920 |
1M High / 1M Low: |
1.070 |
0.920 |
6M High / 6M Low: |
1.170 |
0.870 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.984 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.32% |
Volatility 6M: |
|
58.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |