BNP Paribas Put 16 ZAL 20.12.2024
/ DE000PC25NP7
BNP Paribas Put 16 ZAL 20.12.2024/ DE000PC25NP7 /
| 2024-06-07 3:50:18 PM |
Chg.+0.003 |
Bid4:00:14 PM |
Ask4:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+4.92% |
0.065
Bid Size: 100,000 |
0.075
Ask Size: 100,000 |
ZALANDO SE |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC25NP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.48 |
| Parity: |
-0.82 |
| Time value: |
0.08 |
| Break-even: |
15.22 |
| Moneyness: |
0.66 |
| Premium: |
0.37 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
27.87% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.065 |
| Low: |
0.060 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+12.28% |
| 3 Months |
|
|
-64.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.061 |
| 1M High / 1M Low: |
0.073 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
