BNP Paribas Put 26 ZAL 20.06.2025
/ DE000PC1F4G1
BNP Paribas Put 26 ZAL 20.06.2025/ DE000PC1F4G1 /
2024-05-17 5:50:12 PM |
Chg.+0.040 |
Bid5:56:27 PM |
Ask5:56:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+8.16% |
0.520 Bid Size: 20,000 |
0.550 Ask Size: 20,000 |
ZALANDO SE |
26.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
PC1F4G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.52 |
Historic volatility: |
0.49 |
Parity: |
0.08 |
Time value: |
0.45 |
Break-even: |
20.80 |
Moneyness: |
1.03 |
Premium: |
0.18 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-1.87 |
Rho: |
-0.16 |
Quote data
Open: |
0.490 |
High: |
0.540 |
Low: |
0.490 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.00% |
1 Month |
|
|
+15.22% |
3 Months |
|
|
-34.57% |
YTD |
|
|
-23.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.490 |
1M High / 1M Low: |
0.580 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-17 |
1.040 |
Low (YTD): |
2024-05-07 |
0.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |