BNP Paribas Put 55 FRA 21.03.2025
/ DE000PC9RN38
BNP Paribas Put 55 FRA 21.03.2025/ DE000PC9RN38 /
| 2024-11-12 9:20:33 PM |
Chg.+0.030 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
0.640
Bid Size: 4,688 |
0.650
Ask Size: 4,616 |
FRAPORT AG FFM.AIRPO... |
55.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC9RN3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
0.11 |
| Break-even: |
48.90 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-5.46 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.620 |
| High: |
0.670 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-17.11% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.600 |
| 1M High / 1M Low: |
0.810 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
