BNP Paribas Put 120 SY1 21.03.2025
/ DE000PC703K8
BNP Paribas Put 120 SY1 21.03.202.../ DE000PC703K8 /
| 2024-06-20 6:13:30 PM |
Chg.-0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
120.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC703K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.62 |
| Time value: |
0.54 |
| Break-even: |
108.40 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-4.94 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.09 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.81% |
| 1 Month |
|
|
-38.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.05 |
| 1M High / 1M Low: |
1.81 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
