BNP Paribas Put 75 BNR 21.06.2024
/ DE000PC25C65
BNP Paribas Put 75 BNR 21.06.2024/ DE000PC25C65 /
| 24/05/2024 21:50:13 |
Chg.+0.040 |
Bid24/05/2024 |
Ask24/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+4.21% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
PC25C6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
27/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.19 |
| Break-even: |
64.80 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
2.60 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
-0.71 |
| Theta: |
-0.25 |
| Omega: |
-4.66 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.950 |
| High: |
1.050 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+421.05% |
| 3 Months |
|
|
+280.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.990 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
961.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
