BNP Paribas Put 90 HEN3 19.12.2025
/ DE000PC9VYX7
BNP Paribas Put 90 HEN3 19.12.202.../ DE000PC9VYX7 /
13/09/2024 10:50:21 |
Chg.+0.030 |
Bid11:03:02 |
Ask11:03:02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.230EUR |
+2.50% |
1.220 Bid Size: 34,500 |
1.230 Ask Size: 34,500 |
HENKEL AG+CO.KGAA VZ... |
90.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
PC9VYX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
0.99 |
Time value: |
0.23 |
Break-even: |
77.80 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.67% |
Delta: |
-0.55 |
Theta: |
0.00 |
Omega: |
-3.64 |
Rho: |
-0.72 |
Quote data
Open: |
1.260 |
High: |
1.260 |
Low: |
1.230 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-4.65% |
3 Months |
|
|
+23.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.140 |
1M High / 1M Low: |
1.360 |
1.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |