BNP Paribas Put 200 CMC 20.06.2025
/ DE000PC2ZYA1
BNP Paribas Put 200 CMC 20.06.202.../ DE000PC2ZYA1 /
| 5/17/2024 2:50:38 PM |
Chg.+0.020 |
Bid3:06:52 PM |
Ask3:06:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+1.45% |
1.400
Bid Size: 27,000 |
1.410
Ask Size: 27,000 |
JPMORGAN CHASE ... |
200.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
PC2ZYA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.15 |
| Parity: |
1.37 |
| Time value: |
0.04 |
| Break-even: |
185.90 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-7.25 |
| Rho: |
-1.27 |
Quote data
| Open: |
1.400 |
| High: |
1.400 |
| Low: |
1.370 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.28% |
| 1 Month |
|
|
-42.62% |
| 3 Months |
|
|
-44.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.380 |
| 1M High / 1M Low: |
2.440 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
