BNP Paribas Put 150 FI 17.01.2025
/ DE000PC1JRU9
BNP Paribas Put 150 FI 17.01.2025/ DE000PC1JRU9 /
| 2024-06-05 9:50:28 PM |
Chg.-0.040 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-4.65% |
0.810
Bid Size: 3,704 |
0.820
Ask Size: 3,659 |
Fiserv |
150.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC1JRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.18 |
| Time value: |
0.70 |
| Break-even: |
129.05 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-6.86 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.850 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
-15.46% |
| YTD |
|
|
-51.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.860 |
| 1M High / 1M Low: |
0.890 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.830 |
| Low (YTD): |
2024-03-28 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
