BNP Paribas Put 900 EMSHF 19.12.2025
/ DE000PC9VTN8
BNP Paribas Put 900 EMSHF 19.12.2.../ DE000PC9VTN8 /
8/12/2024 10:15:42 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.23EUR |
- |
- Bid Size: - |
- Ask Size: - |
Ems Chemie Holding A... |
900.00 - |
12/19/2025 |
Put |
Master data
WKN: |
PC9VTN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ems Chemie Holding AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
900.00 - |
Maturity: |
12/19/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.48 |
Historic volatility: |
0.19 |
Parity: |
1.44 |
Time value: |
0.87 |
Break-even: |
669.00 |
Moneyness: |
1.19 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
-0.48 |
Theta: |
-0.12 |
Omega: |
-1.58 |
Rho: |
-7.77 |
Quote data
Open: |
2.23 |
High: |
2.23 |
Low: |
2.23 |
Previous Close: |
2.25 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.95% |
3 Months |
|
|
+19.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.48 |
1.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |