BNP Paribas Put 60 FRA 20.06.2025
/ DE000PC37X33
BNP Paribas Put 60 FRA 20.06.2025/ DE000PC37X33 /
| 04/09/2024 18:09:06 |
Chg.-0.01 |
Bid19:13:58 |
Ask19:13:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-0.66% |
1.50
Bid Size: 2,400 |
1.52
Ask Size: 2,400 |
FRAPORT AG FFM.AIRPO... |
60.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
PC37X3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.49 |
| Time value: |
0.05 |
| Break-even: |
44.60 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-2.12 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.50 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.04% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+51.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.46 |
| 1M High / 1M Low: |
1.61 |
1.45 |
| 6M High / 6M Low: |
1.65 |
0.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.48% |
| Volatility 6M: |
|
70.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
