BNP Paribas Put 12 CLN 20.06.2025
/ DE000PC1L9L2
BNP Paribas Put 12 CLN 20.06.2025/ DE000PC1L9L2 /
| 2024-06-21 1:21:11 PM |
Chg.+0.050 |
Bid1:31:52 PM |
Ask1:31:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+7.04% |
0.760
Bid Size: 10,000 |
0.780
Ask Size: 10,000 |
CLARIANT N |
12.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1L9L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-1.90 |
| Time value: |
0.73 |
| Break-even: |
11.85 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-4.66 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.710 |
| High: |
0.760 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-48.65% |
| YTD |
|
|
-56.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.710 |
| 1M High / 1M Low: |
0.850 |
0.610 |
| 6M High / 6M Low: |
2.450 |
0.610 |
| High (YTD): |
2024-01-17 |
2.450 |
| Low (YTD): |
2024-05-27 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.37% |
| Volatility 6M: |
|
81.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
