BNP Paribas Put 320 SRT3 19.12.2025
/ DE000PC36YE5
BNP Paribas Put 320 SRT3 19.12.20.../ DE000PC36YE5 /
| 2024-06-25 11:50:11 AM |
Chg.+0.040 |
Bid11:59:04 AM |
Ask11:59:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+3.60% |
1.150
Bid Size: 65,250 |
1.160
Ask Size: 65,250 |
SARTORIUS AG VZO O.N... |
320.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
PC36YE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.46 |
| Parity: |
0.95 |
| Time value: |
0.17 |
| Break-even: |
208.00 |
| Moneyness: |
1.42 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.56 |
| Theta: |
-0.03 |
| Omega: |
-1.13 |
| Rho: |
-3.54 |
Quote data
| Open: |
1.100 |
| High: |
1.150 |
| Low: |
1.100 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.35% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+116.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.980 |
| 1M High / 1M Low: |
1.190 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
