BNP Paribas Put 60 BAER 19.12.2025
/ DE000PC6NWK1
BNP Paribas Put 60 BAER 19.12.202.../ DE000PC6NWK1 /
28/08/2024 09:51:23 |
Chg.+0.03 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.45EUR |
+2.11% |
- Bid Size: - |
- Ask Size: - |
JULIUS BAER N |
60.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC6NWK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
14/03/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
1.10 |
Time value: |
0.36 |
Break-even: |
49.15 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.69% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-1.94 |
Rho: |
-0.56 |
Quote data
Open: |
1.45 |
High: |
1.45 |
Low: |
1.45 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.69% |
1 Month |
|
|
-14.20% |
3 Months |
|
|
+26.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.42 |
1M High / 1M Low: |
1.95 |
1.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |