BNP Paribas Put 52 FRA 21.03.2025
/ DE000PC9RN20
BNP Paribas Put 52 FRA 21.03.2025/ DE000PC9RN20 /
| 11/11/2024 8:14:20 AM |
Chg.-0.020 |
Bid9:15:12 AM |
Ask9:15:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.400
Bid Size: 18,000 |
0.410
Ask Size: 18,000 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PC9RN2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.17 |
| Break-even: |
47.20 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-5.98 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-16.36% |
| 3 Months |
|
|
-48.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
0.570 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
