BNP Paribas Put 800 EMSN 21.03.2025
/ DE000PC7ZJ36
BNP Paribas Put 800 EMSN 21.03.20.../ DE000PC7ZJ36 /
28/06/2024 16:21:24 |
Chg.+0.040 |
Bid17:04:50 |
Ask17:04:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+4.40% |
- Bid Size: - |
- Ask Size: - |
EMS-CHEMIE N |
800.00 CHF |
21/03/2025 |
Put |
Master data
WKN: |
PC7ZJ3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EMS-CHEMIE N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.73 |
Time value: |
0.25 |
Break-even: |
733.03 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
-0.57 |
Theta: |
-0.07 |
Omega: |
-4.42 |
Rho: |
-3.85 |
Quote data
Open: |
0.920 |
High: |
0.950 |
Low: |
0.920 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.890 |
1M High / 1M Low: |
1.030 |
0.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |