BNP Paribas Put 12000 LISP 21.03.2025
/ DE000PC9RJ18
BNP Paribas Put 12000 LISP 21.03..../ DE000PC9RJ18 /
2024-06-14 4:21:27 PM |
Chg.-0.090 |
Bid5:19:29 PM |
Ask5:19:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.630EUR |
-5.23% |
- Bid Size: - |
- Ask Size: - |
LINDT PS |
12,000.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
PC9RJ1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LINDT PS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12,000.00 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: |
-6.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.45 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
1.45 |
Time value: |
0.17 |
Break-even: |
10,972.99 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.25% |
Delta: |
-0.64 |
Theta: |
-0.69 |
Omega: |
-4.39 |
Rho: |
-66.78 |
Quote data
Open: |
1.740 |
High: |
1.740 |
Low: |
1.630 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-3.55% |
1 Month |
|
|
-1.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.730 |
1.630 |
1M High / 1M Low: |
1.810 |
1.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.673 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |