BNP Paribas Put 36 VNA 19.12.2025
/ DE000PC35LG9
BNP Paribas Put 36 VNA 19.12.2025/ DE000PC35LG9 /
| 2024-05-14 8:06:36 AM |
Chg.-0.010 |
Bid10:02:49 AM |
Ask10:02:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
0.960
Bid Size: 100,000 |
1.000
Ask Size: 100,000 |
VONOVIA SE NA O.N. |
36.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
PC35LG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
0.81 |
| Time value: |
0.19 |
| Break-even: |
26.00 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-1.49 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-19.33% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.950 |
| 1M High / 1M Low: |
1.270 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
