BNP Paribas Put 150 FI 19.12.2025
/ DE000PC1JRW5
BNP Paribas Put 150 FI 19.12.2025/ DE000PC1JRW5 /
2024-05-31 9:50:29 PM |
Chg.-0.040 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
-2.88% |
1.320 Bid Size: 2,273 |
1.340 Ask Size: 2,239 |
Fiserv |
150.00 USD |
2025-12-19 |
Put |
Master data
WKN: |
PC1JRW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
0.20 |
Time value: |
1.20 |
Break-even: |
124.49 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.45% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-3.73 |
Rho: |
-1.03 |
Quote data
Open: |
1.400 |
High: |
1.400 |
Low: |
1.350 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.05% |
1 Month |
|
|
+2.27% |
3 Months |
|
|
-0.74% |
YTD |
|
|
-32.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
1.290 |
1M High / 1M Low: |
1.420 |
1.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-03 |
2.100 |
Low (YTD): |
2024-03-28 |
1.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.278 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |