BNP Paribas Put 60 BAER 19.12.2025
/ DE000PC6NWK1
BNP Paribas Put 60 BAER 19.12.202.../ DE000PC6NWK1 /
| 21/06/2024 09:59:08 |
Chg.+0.04 |
Bid13:46:19 |
Ask13:46:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+2.96% |
1.42
Bid Size: 22,000 |
1.43
Ask Size: 22,000 |
JULIUS BAER N |
60.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC6NWK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.93 |
| Time value: |
0.44 |
| Break-even: |
49.19 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-1.95 |
| Rho: |
-0.60 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.71% |
| 1 Month |
|
|
+17.80% |
| 3 Months |
|
|
-6.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.35 |
| 1M High / 1M Low: |
1.40 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
