BNP Paribas Put 400 SRT3 19.12.2025
/ DE000PC36YG0
BNP Paribas Put 400 SRT3 19.12.20.../ DE000PC36YG0 /
| 2024-09-20 9:50:13 PM |
Chg.+0.140 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+8.81% |
1.730
Bid Size: 10,100 |
1.750
Ask Size: 10,100 |
SARTORIUS AG VZO O.N... |
400.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
PC36YG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.48 |
| Parity: |
1.69 |
| Time value: |
0.06 |
| Break-even: |
225.00 |
| Moneyness: |
1.73 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-0.90 |
| Rho: |
-4.14 |
Quote data
| Open: |
1.600 |
| High: |
1.730 |
| Low: |
1.600 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.45% |
| 1 Month |
|
|
+3.59% |
| 3 Months |
|
|
-5.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.570 |
| 1M High / 1M Low: |
1.740 |
1.560 |
| 6M High / 6M Low: |
1.940 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.94% |
| Volatility 6M: |
|
64.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
