BNP Paribas Put 32 UBSG 21.03.2025
/ DE000PC706Q8
BNP Paribas Put 32 UBSG 21.03.202.../ DE000PC706Q8 /
| 1/23/2025 9:52:24 AM |
Chg.+0.08 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+4.71% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
32.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC706Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.59 |
| Time value: |
1.20 |
| Break-even: |
32.11 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-9.72 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.83% |
| 1 Month |
|
|
-68.44% |
| 3 Months |
|
|
-63.67% |
| YTD |
|
|
-63.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
1.70 |
| 1M High / 1M Low: |
5.64 |
1.70 |
| 6M High / 6M Low: |
9.20 |
1.70 |
| High (YTD): |
1/3/2025 |
4.26 |
| Low (YTD): |
1/22/2025 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.04% |
| Volatility 6M: |
|
138.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |