BNP Paribas Put 78 BNR 21.03.2025
/ DE000PC9RLT0
BNP Paribas Put 78 BNR 21.03.2025/ DE000PC9RLT0 /
| 2024-09-26 2:05:48 PM |
Chg.-0.06 |
Bid2:09:52 PM |
Ask2:09:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-3.61% |
1.59
Bid Size: 16,100 |
1.61
Ask Size: 16,100 |
BRENNTAG SE NA O.N. |
78.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC9RLT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.66 |
| Time value: |
0.03 |
| Break-even: |
61.10 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-2.88 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.59 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.98% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+13.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.27 |
| 1M High / 1M Low: |
1.66 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
