BNP Paribas Put 9 PSM 21.03.2025/  DE000PC9RUA1  /

EUWAX
02/08/2024  08:10:59 Chg.+0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.290EUR +3.57% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 9.00 EUR 21/03/2025 Put
 

Master data

WKN: PC9RUA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 9.00 EUR
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.87
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.28
Implied volatility: 0.72
Historic volatility: 0.45
Parity: 0.28
Time value: 0.05
Break-even: 5.70
Moneyness: 1.46
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 10.00%
Delta: -0.64
Theta: 0.00
Omega: -1.18
Rho: -0.05
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.270
1M High / 1M Low: 0.290 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -