BNP Paribas Put 95 NEM 21.03.2025
/ DE000PC9RTE5
BNP Paribas Put 95 NEM 21.03.2025/ DE000PC9RTE5 /
| 10/01/2025 21:47:04 |
Chg.-0.070 |
Bid10/01/2025 |
Ask10/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-12.96% |
0.470
Bid Size: 6,383 |
0.490
Ask Size: 6,123 |
NEMETSCHEK SE O.N. |
95.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RTE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.14 |
| Time value: |
0.56 |
| Break-even: |
89.40 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
-0.42 |
| Theta: |
-0.04 |
| Omega: |
-7.24 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.450 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.69% |
| 1 Month |
|
|
-12.96% |
| 3 Months |
|
|
-32.86% |
| YTD |
|
|
-29.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.540 |
| 1M High / 1M Low: |
0.770 |
0.500 |
| 6M High / 6M Low: |
1.550 |
0.360 |
| High (YTD): |
02/01/2025 |
0.660 |
| Low (YTD): |
09/01/2025 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.830 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.90% |
| Volatility 6M: |
|
118.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |