BNP Paribas Put 300 SOON 21.03.2025
/ DE000PC700B3
BNP Paribas Put 300 SOON 21.03.20.../ DE000PC700B3 /
| 2024-06-14 10:17:51 AM |
Chg.+0.01 |
Bid10:57:15 AM |
Ask10:57:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.85EUR |
+0.26% |
3.89
Bid Size: 4,000 |
3.92
Ask Size: 4,000 |
SONOVA N |
300.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC700B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
2.37 |
| Time value: |
1.42 |
| Break-even: |
274.67 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
-0.53 |
| Theta: |
-0.03 |
| Omega: |
-4.04 |
| Rho: |
-1.47 |
Quote data
| Open: |
3.85 |
| High: |
3.85 |
| Low: |
3.85 |
| Previous Close: |
3.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.91% |
| 1 Month |
|
|
+5.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.36 |
| 1M High / 1M Low: |
3.84 |
2.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
