BNP Paribas Put 60 BAER 19.12.2025
/ DE000PC6NWK1
BNP Paribas Put 60 BAER 19.12.202.../ DE000PC6NWK1 /
| 2024-05-24 10:08:16 AM |
Chg.+0.03 |
Bid10:51:50 AM |
Ask10:51:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+2.80% |
1.09
Bid Size: 18,000 |
1.11
Ask Size: 18,000 |
JULIUS BAER N |
60.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC6NWK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.44 |
| Time value: |
0.63 |
| Break-even: |
49.97 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-2.23 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-27.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.07 |
| 1M High / 1M Low: |
1.59 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
