BNP Paribas Put 72 BNR 21.03.2025
/ DE000PC9RLQ6
BNP Paribas Put 72 BNR 21.03.2025/ DE000PC9RLQ6 /
| 24/01/2025 18:09:16 |
Chg.-0.06 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-4.11% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
72.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RLQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
1.41 |
| Time value: |
0.03 |
| Break-even: |
57.60 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
2.13% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-3.49 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.44 |
| High: |
1.45 |
| Low: |
1.35 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.95% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
+32.08% |
| YTD |
|
|
+3.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.40 |
| 1M High / 1M Low: |
1.78 |
1.32 |
| 6M High / 6M Low: |
1.78 |
0.65 |
| High (YTD): |
14/01/2025 |
1.78 |
| Low (YTD): |
07/01/2025 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.35% |
| Volatility 6M: |
|
132.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |