BNP Paribas Put 50 ABBN 20.06.2025
/ DE000PC7YC83
BNP Paribas Put 50 ABBN 20.06.202.../ DE000PC7YC83 /
| 2024-06-13 1:20:55 PM |
Chg.+0.050 |
Bid2:08:12 PM |
Ask2:08:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
+1.35% |
3.820
Bid Size: 7,000 |
3.830
Ask Size: 7,000 |
ABB LTD N |
50.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC7YC8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-1.28 |
| Time value: |
3.72 |
| Break-even: |
48.00 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-5.07 |
| Rho: |
-0.23 |
Quote data
| Open: |
3.650 |
| High: |
3.770 |
| Low: |
3.650 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.16% |
| 1 Month |
|
|
-30.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.710 |
| 1M High / 1M Low: |
5.550 |
3.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
