BNP Paribas Put 28 ZAL 20.06.2025
/ DE000PC1F4H9
BNP Paribas Put 28 ZAL 20.06.2025/ DE000PC1F4H9 /
| 6/14/2024 11:14:25 AM |
Chg.+0.010 |
Bid6/14/2024 |
Ask6/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
0.750
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
ZALANDO SE |
28.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
PC1F4H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/8/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
0.55 |
| Time value: |
0.22 |
| Break-even: |
20.30 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-1.55 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+17.19% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
-9.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.740 |
0.600 |
| 6M High / 6M Low: |
1.220 |
0.560 |
| High (YTD): |
1/17/2024 |
1.220 |
| Low (YTD): |
4/17/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.815 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.79% |
| Volatility 6M: |
|
71.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
