BNP Paribas Put 45 ADEN 20.06.202.../  DE000PC1MB35  /

EUWAX
2024-06-14  9:23:13 AM Chg.+0.06 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.51EUR +4.14% -
Bid Size: -
-
Ask Size: -
ADECCO N 45.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1MB3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Put
Strike price: 45.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.98
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.49
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 1.49
Time value: 0.14
Break-even: 30.92
Moneyness: 1.46
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.24%
Delta: -0.65
Theta: 0.00
Omega: -1.29
Rho: -0.38
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.85%
1 Month  
+31.30%
3 Months  
+9.42%
YTD  
+54.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.39
1M High / 1M Low: 1.51 1.08
6M High / 6M Low: 1.61 0.94
High (YTD): 2024-04-18 1.61
Low (YTD): 2024-01-03 0.99
52W High: - -
52W Low: - -
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.86%
Volatility 6M:   51.29%
Volatility 1Y:   -
Volatility 3Y:   -