BNP Paribas Put 15 CLN 19.12.2025
/ DE000PC7Y3W1
BNP Paribas Put 15 CLN 19.12.2025/ DE000PC7Y3W1 /
2024-06-21 4:21:08 PM |
Chg.+0.130 |
Bid5:15:31 PM |
Ask5:15:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
+5.08% |
- Bid Size: - |
- Ask Size: - |
CLARIANT N |
15.00 CHF |
2025-12-19 |
Put |
Master data
WKN: |
PC7Y3W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
1.24 |
Time value: |
1.34 |
Break-even: |
13.14 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.78% |
Delta: |
-0.45 |
Theta: |
0.00 |
Omega: |
-2.51 |
Rho: |
-0.14 |
Quote data
Open: |
2.570 |
High: |
2.690 |
Low: |
2.570 |
Previous Close: |
2.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.27% |
1 Month |
|
|
+15.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.870 |
2.560 |
1M High / 1M Low: |
2.870 |
2.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |