BNP Paribas Put 11000 LISP 21.03.2025
/ DE000PC9RJ00
BNP Paribas Put 11000 LISP 21.03..../ DE000PC9RJ00 /
| 2024-06-20 10:11:20 AM |
Chg.-0.09 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-8.65% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
11,000.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC9RJ0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,000.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.55 |
| Break-even: |
10,565.78 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
-0.48 |
| Theta: |
-1.07 |
| Omega: |
-5.32 |
| Rho: |
-47.91 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-7.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.94 |
| 1M High / 1M Low: |
1.10 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
