BNP Paribas Put 25 1U1 20.06.2025
/ DE000PC39TS9
BNP Paribas Put 25 1U1 20.06.2025/ DE000PC39TS9 /
26/09/2024 15:06:11 |
Chg.-0.02 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
-1.72% |
1.14 Bid Size: 50,000 |
1.16 Ask Size: 50,000 |
1+1 AG INH O.N. |
25.00 - |
20/06/2025 |
Put |
Master data
WKN: |
PC39TS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 - |
Maturity: |
20/06/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
1.14 |
Implied volatility: |
0.73 |
Historic volatility: |
0.29 |
Parity: |
1.14 |
Time value: |
0.04 |
Break-even: |
13.20 |
Moneyness: |
1.84 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.72% |
Delta: |
-0.74 |
Theta: |
0.00 |
Omega: |
-0.85 |
Rho: |
-0.16 |
Quote data
Open: |
1.15 |
High: |
1.16 |
Low: |
1.14 |
Previous Close: |
1.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.72% |
1 Month |
|
|
-1.72% |
3 Months |
|
|
+22.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.17 |
1.14 |
1M High / 1M Low: |
1.19 |
1.09 |
6M High / 6M Low: |
1.26 |
0.79 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
25.69% |
Volatility 6M: |
|
40.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |