BNP Paribas Put 18 SIGN 21.03.2025
/ DE000PC70ZV5
BNP Paribas Put 18 SIGN 21.03.202.../ DE000PC70ZV5 /
2024-06-04 4:21:10 PM |
Chg.+0.010 |
Bid5:17:59 PM |
Ask5:17:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
SIG Group N |
18.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
PC70ZV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIG Group N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
0.01 |
Time value: |
0.16 |
Break-even: |
16.73 |
Moneyness: |
1.00 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-4.41 |
Rho: |
-0.07 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+38.46% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.180 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |