BNP Paribas Put 16 CLN 21.03.2025
/ DE000PC9RJR8
BNP Paribas Put 16 CLN 21.03.2025/ DE000PC9RJR8 /
| 2024-06-20 4:21:24 PM |
Chg.-0.130 |
Bid5:14:10 PM |
Ask5:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
16.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC9RJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.29 |
| Time value: |
0.33 |
| Break-even: |
14.15 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
1.55% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-3.53 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.720 |
| High: |
2.720 |
| Low: |
2.600 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
+9.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.600 |
| 1M High / 1M Low: |
2.920 |
2.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
