BNP Paribas Put 17.5 CBK 21.02.2025
/ DE000PG98L47
BNP Paribas Put 17.5 CBK 21.02.20.../ DE000PG98L47 /
| 10/01/2025 13:20:15 |
Chg.+0.020 |
Bid13:47:03 |
Ask13:47:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+1.75% |
1.150
Bid Size: 13,000 |
1.160
Ask Size: 13,000 |
COMMERZBANK AG |
17.50 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
PG98L4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.50 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.71 |
| Time value: |
0.46 |
| Break-even: |
16.33 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
2.63% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-8.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.130 |
| High: |
1.230 |
| Low: |
1.100 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.95% |
| 1 Month |
|
|
-52.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
-41.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.140 |
| 1M High / 1M Low: |
2.480 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
2.110 |
| Low (YTD): |
09/01/2025 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |