BNP Paribas Put 35 LXS 20.06.2025
/ DE000PC1HV12
BNP Paribas Put 35 LXS 20.06.2025/ DE000PC1HV12 /
9/26/2024 6:15:18 PM |
Chg.-0.060 |
Bid9/26/2024 |
Ask9/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-6.82% |
0.820 Bid Size: 9,400 |
0.830 Ask Size: 9,400 |
LANXESS AG |
35.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
PC1HV1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
0.82 |
Time value: |
0.07 |
Break-even: |
26.10 |
Moneyness: |
1.31 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
-0.70 |
Theta: |
0.00 |
Omega: |
-2.10 |
Rho: |
-0.20 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.820 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.65% |
1 Month |
|
|
-17.17% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-5.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.860 |
1M High / 1M Low: |
1.110 |
0.860 |
6M High / 6M Low: |
1.340 |
0.830 |
High (YTD): |
8/6/2024 |
1.340 |
Low (YTD): |
5/7/2024 |
0.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.996 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.066 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.33% |
Volatility 6M: |
|
68.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |