BNP Paribas Put 0.7 AUD/USD 20.06.../  DE000PC7N586  /

Frankfurt Zert./BNP
2024-06-19  12:21:26 PM Chg.-0.120 Bid12:56:30 PM Ask12:56:30 PM Underlying Strike price Expiration date Option type
3.810EUR -3.05% 3.790
Bid Size: 30,000
3.810
Ask Size: 30,000
- 0.70 USD 2025-06-20 Put
 

Master data

WKN: PC7N58
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 0.70 USD
Maturity: 2025-06-20
Issue date: 2024-04-05
Last trading day: 2025-06-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -15.81
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 3.20
Implied volatility: 0.14
Historic volatility: 0.09
Parity: 3.20
Time value: 0.72
Break-even: 0.61
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.51%
Delta: -0.51
Theta: 0.00
Omega: -8.11
Rho: 0.00
 

Quote data

Open: 3.800
High: 3.840
Low: 3.790
Previous Close: 3.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.60%
1 Month  
+7.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 3.750
1M High / 1M Low: 4.240 3.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.998
Avg. volume 1W:   0.000
Avg. price 1M:   3.942
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -