BNP Paribas Put 22 FRE 20.06.2025
/ DE000PC49V07
BNP Paribas Put 22 FRE 20.06.2025/ DE000PC49V07 /
2024-06-07 9:50:16 PM |
Chg.+0.002 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
+2.82% |
0.073 Bid Size: 20,000 |
0.095 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
2025-06-20 |
Put |
Master data
WKN: |
PC49V0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-19 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-31.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-0.83 |
Time value: |
0.10 |
Break-even: |
21.05 |
Moneyness: |
0.73 |
Premium: |
0.31 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
30.14% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-4.24 |
Rho: |
-0.05 |
Quote data
Open: |
0.070 |
High: |
0.074 |
Low: |
0.070 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.75% |
1 Month |
|
|
-33.64% |
3 Months |
|
|
-59.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.071 |
1M High / 1M Low: |
0.120 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |