BNP Paribas Put 550 GEBN 21.03.2025
/ DE000PC7ZPC4
BNP Paribas Put 550 GEBN 21.03.20.../ DE000PC7ZPC4 /
| 1/23/2025 9:52:49 AM |
Chg.- |
Bid9:35:27 AM |
Ask9:35:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.540
Bid Size: 21,500 |
0.560
Ask Size: 21,500 |
GEBERIT N |
550.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC7ZPC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEBERIT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.52 |
| Time value: |
0.05 |
| Break-even: |
525.74 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
-0.77 |
| Theta: |
-0.13 |
| Omega: |
-7.14 |
| Rho: |
-0.72 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.520 |
| 1M High / 1M Low: |
0.660 |
0.460 |
| 6M High / 6M Low: |
0.680 |
0.240 |
| High (YTD): |
1/16/2025 |
0.660 |
| Low (YTD): |
1/7/2025 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.71% |
| Volatility 6M: |
|
168.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |