BNP Paribas Put 145 USD/JPY 21.03.2025
/ DE000PC3QJ64
BNP Paribas Put 145 USD/JPY 21.03.../ DE000PC3QJ64 /
13/06/2024 09:21:04 |
Chg.-0.110 |
Bid10:01:45 |
Ask10:01:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.710EUR |
-6.04% |
1.710 Bid Size: 20,000 |
1.720 Ask Size: 20,000 |
- |
145.00 JPY |
21/03/2025 |
Put |
Master data
WKN: |
PC3QJ6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 JPY |
Maturity: |
21/03/2025 |
Issue date: |
22/01/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,482,775.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,388,214.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.03 |
Historic volatility: |
14.39 |
Parity: |
-198,592.53 |
Time value: |
1.79 |
Break-even: |
24,555.73 |
Moneyness: |
0.93 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.56% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-146.41 |
Rho: |
-0.02 |
Quote data
Open: |
1.710 |
High: |
1.710 |
Low: |
1.710 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.35% |
1 Month |
|
|
-21.56% |
3 Months |
|
|
-66.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.790 |
1M High / 1M Low: |
2.360 |
1.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.987 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |