BNP Paribas Put 50 BAER 20.06.2025
/ DE000PC38969
BNP Paribas Put 50 BAER 20.06.202.../ DE000PC38969 /
| 2024-06-04 10:21:26 AM |
Chg.+0.020 |
Bid10:44:28 AM |
Ask10:44:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 24,000 |
0.500
Ask Size: 24,000 |
JULIUS BAER N |
50.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC3896 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-0.41 |
| Time value: |
0.50 |
| Break-even: |
46.19 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-3.42 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-16.95% |
| 3 Months |
|
|
-45.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
