BNP Paribas Put 22 ZAL 20.06.2025
/ DE000PC1F4D8
BNP Paribas Put 22 ZAL 20.06.2025/ DE000PC1F4D8 /
2024-05-17 2:15:16 PM |
Chg.+0.030 |
Bid2:16:51 PM |
Ask2:16:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
0.320 Bid Size: 100,000 |
0.340 Ask Size: 100,000 |
ZALANDO SE |
22.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
PC1F4D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.49 |
Parity: |
-0.33 |
Time value: |
0.33 |
Break-even: |
18.70 |
Moneyness: |
0.87 |
Premium: |
0.26 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
-0.27 |
Theta: |
0.00 |
Omega: |
-2.10 |
Rho: |
-0.11 |
Quote data
Open: |
0.300 |
High: |
0.330 |
Low: |
0.300 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.45% |
1 Month |
|
|
+13.79% |
3 Months |
|
|
-38.89% |
YTD |
|
|
-28.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.300 |
1M High / 1M Low: |
0.370 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-17 |
0.720 |
Low (YTD): |
2024-05-07 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |