BNP Paribas Put 250 SRT3 19.12.2025
/ DE000PC36YB1
BNP Paribas Put 250 SRT3 19.12.20.../ DE000PC36YB1 /
| 2024-09-27 12:20:31 PM |
Chg.-0.010 |
Bid12:25:48 PM |
Ask12:25:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.490
Bid Size: 100,000 |
0.500
Ask Size: 100,000 |
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: |
-4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.49 |
| Parity: |
0.02 |
| Time value: |
0.50 |
| Break-even: |
198.00 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.36 |
| Theta: |
-0.05 |
| Omega: |
-1.73 |
| Rho: |
-1.74 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
-21.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 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: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.36% |
| Volatility 6M: |
|
97.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
