BNP Paribas Put 500 GEBN 19.12.20.../  DE000PC39X56  /

EUWAX
2024-11-12  9:43:14 AM Chg.+0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.480EUR +4.35% -
Bid Size: -
-
Ask Size: -
GEBERIT N 500.00 CHF 2025-12-19 Put
 

Master data

WKN: PC39X5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.36
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -0.24
Time value: 0.49
Break-even: 483.78
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.34
Theta: -0.06
Omega: -3.90
Rho: -2.64
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -4.00%
3 Months
  -5.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.530 0.410
6M High / 6M Low: 0.630 0.370
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.07%
Volatility 6M:   99.04%
Volatility 1Y:   -
Volatility 3Y:   -