BNP Paribas Put 45 BAER 21.03.2025
/ DE000PC7ZZN0
BNP Paribas Put 45 BAER 21.03.202.../ DE000PC7ZZN0 /
2024-09-23 9:46:47 AM |
Chg.+0.040 |
Bid10:05:58 AM |
Ask10:05:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+18.18% |
0.260 Bid Size: 39,000 |
0.270 Ask Size: 39,000 |
JULIUS BAER N |
45.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
PC7ZZN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-0.37 |
Time value: |
0.26 |
Break-even: |
44.80 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-5.98 |
Rho: |
-0.09 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.75% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.350 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.268 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |