BNP Paribas Put 75 BNR 21.03.2025
/ DE000PC9RLR4
BNP Paribas Put 75 BNR 21.03.2025/ DE000PC9RLR4 /
| 11/15/2024 9:50:11 PM |
Chg.-0.190 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-11.11% |
1.510
Bid Size: 3,340 |
1.540
Ask Size: 3,340 |
BRENNTAG SE NA O.N. |
75.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PC9RLR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
1.69 |
| Time value: |
0.05 |
| Break-even: |
57.60 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.75% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-2.72 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.730 |
| High: |
1.740 |
| Low: |
1.450 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
+40.74% |
| 3 Months |
|
|
+27.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.360 |
| 1M High / 1M Low: |
1.830 |
1.080 |
| 6M High / 6M Low: |
1.830 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.76% |
| Volatility 6M: |
|
104.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
