BNP Paribas Put 40 ADEN 20.06.2025
/ DE000PC1MB27
BNP Paribas Put 40 ADEN 20.06.202.../ DE000PC1MB27 /
| 2024-05-22 9:23:57 AM |
Chg.+0.020 |
Bid12:40:15 PM |
Ask12:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+2.70% |
0.740
Bid Size: 37,000 |
0.750
Ask Size: 37,000 |
ADECCO N |
40.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1MB2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.45 |
| Time value: |
0.30 |
| Break-even: |
32.95 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.33% |
| 1 Month |
|
|
-28.30% |
| 3 Months |
|
|
-10.59% |
| YTD |
|
|
+16.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.700 |
| 1M High / 1M Low: |
1.110 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-18 |
1.140 |
| Low (YTD): |
2024-01-03 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
