BNP Paribas Put 90 HEN3 21.03.2025
/ DE000PC9RPY1
BNP Paribas Put 90 HEN3 21.03.202.../ DE000PC9RPY1 /
28/08/2024 08:11:31 |
Chg.-0.050 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-5.49% |
- Bid Size: - |
- Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
90.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
PC9RPY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
0.83 |
Time value: |
0.07 |
Break-even: |
81.00 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
3.45% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-6.06 |
Rho: |
-0.36 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.63% |
1 Month |
|
|
-17.31% |
3 Months |
|
|
+10.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.910 |
1M High / 1M Low: |
1.370 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |