BNP Paribas Put 12 1U1 21.03.2025/  DE000PC79R14  /

EUWAX
2024-05-31  6:11:06 PM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.560EUR +1.82% -
Bid Size: -
-
Ask Size: -
1+1 AG INH O.N. 12.00 - 2025-03-21 Put
 

Master data

WKN: PC79R1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -27.28
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.33
Parity: -5.46
Time value: 0.64
Break-even: 11.36
Moneyness: 0.69
Premium: 0.35
Premium p.a.: 0.45
Spread abs.: 0.08
Spread %: 14.29%
Delta: -0.13
Theta: 0.00
Omega: -3.57
Rho: -0.02
 

Quote data

Open: 0.560
High: 0.570
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month
  -11.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.540
1M High / 1M Low: 0.650 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -