BNP Paribas Put 22 SIGN 21.03.2025
/ DE000PC70ZX1
BNP Paribas Put 22 SIGN 21.03.202.../ DE000PC70ZX1 /
| 2024-06-05 10:20:08 AM |
Chg.+0.010 |
Bid3:07:36 PM |
Ask3:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.490
Bid Size: 34,800 |
0.510
Ask Size: 34,800 |
SIG Group N |
22.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC70ZX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 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: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
0.03 |
| Break-even: |
17.72 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-2.48 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.73% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.370 |
| 1M High / 1M Low: |
0.470 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
