BNP Paribas Put 55 BAER 21.03.2025
/ DE000PC7ZZR1
BNP Paribas Put 55 BAER 21.03.202.../ DE000PC7ZZR1 /
| 2024-06-04 10:21:05 AM |
Chg.+0.030 |
Bid10:37:16 AM |
Ask10:37:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.590
Bid Size: 25,000 |
0.600
Ask Size: 25,000 |
JULIUS BAER N |
55.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC7ZZR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 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: |
-9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.10 |
| Time value: |
0.49 |
| Break-even: |
50.41 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-4.02 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.570 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.560 |
| 1M High / 1M Low: |
0.680 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
