BNP Paribas Put 85 NEM 21.03.2025
/ DE000PC9RTC9
BNP Paribas Put 85 NEM 21.03.2025/ DE000PC9RTC9 /
| 2024-12-20 6:09:12 PM |
Chg.-0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC9RTC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-0.83 |
| Time value: |
0.37 |
| Break-even: |
81.30 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-7.03 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-40.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
0.980 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.35% |
| Volatility 6M: |
|
125.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
