BNP Paribas Put 800 EMSN 20.06.2025
/ DE000PC7ZJ44
BNP Paribas Put 800 EMSN 20.06.20.../ DE000PC7ZJ44 /
| 2024-06-07 10:14:17 AM |
Chg.+0.05 |
Bid3:04:04 PM |
Ask3:04:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+4.95% |
1.03
Bid Size: 14,800 |
1.04
Ask Size: 14,800 |
EMS-CHEMIE N |
800.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC7ZJ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.76 |
| Time value: |
0.27 |
| Break-even: |
723.07 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
-0.54 |
| Theta: |
-0.05 |
| Omega: |
-3.94 |
| Rho: |
-5.27 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.28% |
| 1 Month |
|
|
+13.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.97 |
| 1M High / 1M Low: |
1.05 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
