BNP Paribas Put 150 CFR 19.12.2025
/ DE000PC4ADH9
BNP Paribas Put 150 CFR 19.12.202.../ DE000PC4ADH9 /
2024-06-07 4:21:25 PM |
Chg.-0.080 |
Bid5:16:38 PM |
Ask5:16:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.120EUR |
-3.64% |
- Bid Size: - |
- Ask Size: - |
RICHEMONT N |
150.00 CHF |
2025-12-19 |
Put |
Master data
WKN: |
PC4ADH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.34 |
Historic volatility: |
0.31 |
Parity: |
0.27 |
Time value: |
1.94 |
Break-even: |
132.79 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.91% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-2.62 |
Rho: |
-1.23 |
Quote data
Open: |
2.170 |
High: |
2.170 |
Low: |
2.120 |
Previous Close: |
2.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.40% |
1 Month |
|
|
-32.27% |
3 Months |
|
|
-20.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.420 |
2.200 |
1M High / 1M Low: |
3.130 |
2.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.576 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |