BNP Paribas Put 90 GXI 21.03.2025
/ DE000PC7ZPS0
BNP Paribas Put 90 GXI 21.03.2025/ DE000PC7ZPS0 /
| 2024-05-29 4:09:20 PM |
Chg.+0.070 |
Bid5:03:45 PM |
Ask5:03:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+9.09% |
0.830
Bid Size: 21,250 |
0.840
Ask Size: 21,250 |
GERRESHEIMER AG |
90.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PC7ZPS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.40 |
| Parity: |
-1.38 |
| Time value: |
0.83 |
| Break-even: |
81.70 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-3.29 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.770 |
| 1M High / 1M Low: |
1.110 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
