BNP Paribas Put 250 SRT3 19.12.2025
/ DE000PC36YB1
BNP Paribas Put 250 SRT3 19.12.20.../ DE000PC36YB1 /
2024-09-20 9:50:15 PM |
Chg.+0.080 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+16.00% |
0.580 Bid Size: 20,000 |
0.590 Ask Size: 20,000 |
SARTORIUS AG VZO O.N... |
250.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
PC36YB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-30 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.53 |
Historic volatility: |
0.48 |
Parity: |
0.19 |
Time value: |
0.40 |
Break-even: |
191.00 |
Moneyness: |
1.08 |
Premium: |
0.17 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
-0.41 |
Theta: |
-0.04 |
Omega: |
-1.60 |
Rho: |
-1.91 |
Quote data
Open: |
0.510 |
High: |
0.580 |
Low: |
0.510 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
+1.75% |
3 Months |
|
|
-9.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.500 |
1M High / 1M Low: |
0.590 |
0.490 |
6M High / 6M Low: |
0.680 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.537 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.498 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.18% |
Volatility 6M: |
|
98.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |