BNP Paribas Put 150 FI 16.01.2026
/ DE000PC1JRY1
BNP Paribas Put 150 FI 16.01.2026/ DE000PC1JRY1 /
| 31/05/2024 21:50:29 |
Chg.-0.040 |
Bid21:58:26 |
Ask21:58:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-2.82% |
1.350
Bid Size: 2,223 |
1.370
Ask Size: 2,190 |
Fiserv |
150.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1JRY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.20 |
| Time value: |
1.23 |
| Break-even: |
124.19 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-3.62 |
| Rho: |
-1.08 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.380 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
+2.22% |
| 3 Months |
|
|
-0.72% |
| YTD |
|
|
-31.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.320 |
| 1M High / 1M Low: |
1.450 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2024 |
2.120 |
| Low (YTD): |
28/03/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
