BNP Paribas Put 21 VNA 19.12.2025
/ DE000PC61VL4
BNP Paribas Put 21 VNA 19.12.2025/ DE000PC61VL4 /
5/17/2024 9:50:12 PM |
Chg.0.000 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
0.140 Bid Size: 20,000 |
0.160 Ask Size: 20,000 |
VONOVIA SE NA O.N. |
21.00 EUR |
12/19/2025 |
Put |
Master data
WKN: |
PC61VL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
21.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
3/21/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.37 |
Parity: |
-0.87 |
Time value: |
0.16 |
Break-even: |
19.40 |
Moneyness: |
0.71 |
Premium: |
0.35 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
-0.15 |
Theta: |
0.00 |
Omega: |
-2.80 |
Rho: |
-0.10 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-46.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.260 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |