BNP Paribas Put 0.92 EUR/GBP 21.03.2025
/ DE000PC3P0F7
BNP Paribas Put 0.92 EUR/GBP 21.0.../ DE000PC3P0F7 /
2024-06-19 11:12:50 AM |
Chg.+0.17 |
Bid11:17:11 AM |
Ask11:17:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.97EUR |
+2.18% |
7.94 Bid Size: 30,000 |
7.96 Ask Size: 30,000 |
- |
0.92 GBP |
2025-03-21 |
Put |
Master data
WKN: |
PC3P0F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.92 GBP |
Maturity: |
2025-03-21 |
Issue date: |
2024-01-22 |
Last trading day: |
2025-03-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-12.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.05 |
Intrinsic value: |
8.86 |
Implied volatility: |
0.12 |
Historic volatility: |
0.04 |
Parity: |
8.86 |
Time value: |
-1.03 |
Break-even: |
1.01 |
Moneyness: |
1.09 |
Premium: |
-0.01 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.26% |
Delta: |
-0.70 |
Theta: |
0.00 |
Omega: |
-8.89 |
Rho: |
-0.01 |
Quote data
Open: |
7.97 |
High: |
7.97 |
Low: |
7.95 |
Previous Close: |
7.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.66% |
1 Month |
|
|
+21.87% |
3 Months |
|
|
+18.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.20 |
7.80 |
1M High / 1M Low: |
8.20 |
6.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |