BNP Paribas Put 25 ZAL 20.06.2025
/ DE000PC1F4F3
BNP Paribas Put 25 ZAL 20.06.2025/ DE000PC1F4F3 /
06/06/2024 21:50:17 |
Chg.-0.010 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-2.08% |
0.470 Bid Size: 20,000 |
0.500 Ask Size: 20,000 |
ZALANDO SE |
25.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
PC1F4F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.52 |
Historic volatility: |
0.48 |
Parity: |
0.09 |
Time value: |
0.42 |
Break-even: |
20.00 |
Moneyness: |
1.04 |
Premium: |
0.17 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
6.38% |
Delta: |
-0.39 |
Theta: |
-0.01 |
Omega: |
-1.90 |
Rho: |
-0.15 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.460 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.08% |
1 Month |
|
|
-4.08% |
3 Months |
|
|
-37.33% |
YTD |
|
|
-25.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.470 |
1M High / 1M Low: |
0.520 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
17/01/2024 |
0.960 |
Low (YTD): |
07/05/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |