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BNP Paribas Put 140 FI 17.01.2025/  DE000PC05BV2  /

Frankfurt Zert./BNP
2024-06-12  9:50:28 PM Chg.-0.010 Bid9:58:34 PM Ask9:58:34 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% 0.510
Bid Size: 5,883		 0.520
Ask Size: 5,770		 Fiserv 140.00 USD 2025-01-17 Put
 

Master data

WKN: PC05BV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.00
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -0.74
Time value: 0.53
Break-even: 125.06
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.92%
Delta: -0.30
Theta: -0.02
Omega: -7.86
Rho: -0.28
 

Quote data

Open: 0.520
High: 0.520
Low: 0.460
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+18.60%
3 Months
  -13.56%
YTD
  -56.41%
1 Year
  -77.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.540 0.400
6M High / 6M Low: 1.270 0.400
High (YTD): 2024-01-03 1.270
Low (YTD): 2024-05-15 0.400
52W High: 2023-10-23 2.830
52W Low: 2024-05-15 0.400
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   1.336
Avg. volume 1Y:   0.000
Volatility 1M:   89.46%
Volatility 6M:   100.37%
Volatility 1Y:   86.31%
Volatility 3Y:   -