BNP Paribas Put 140 FI 17.01.2025
/ DE000PC05BV2
BNP Paribas Put 140 FI 17.01.2025/ DE000PC05BV2 /
2024-06-12 8:56:10 AM |
Chg.+0.030 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+6.12% |
- Bid Size: - |
- Ask Size: - |
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: |
0.520 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+20.93% |
3 Months |
|
|
-13.33% |
YTD |
|
|
-55.17% |
1 Year |
|
|
-76.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.560 |
0.400 |
6M High / 6M Low: |
1.260 |
0.400 |
High (YTD): |
2024-01-03 |
1.260 |
Low (YTD): |
2024-05-16 |
0.400 |
52W High: |
2023-10-23 |
2.830 |
52W Low: |
2024-05-16 |
0.400 |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.471 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.701 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.329 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
126.20% |
Volatility 6M: |
|
115.79% |
Volatility 1Y: |
|
94.97% |
Volatility 3Y: |
|
- |