BNP Paribas Put 100 NEM 21.03.2025
/ DE000PC9RTF2
BNP Paribas Put 100 NEM 21.03.202.../ DE000PC9RTF2 /
| 1/10/2025 7:47:05 PM |
Chg.-0.110 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-14.10% |
0.670
Bid Size: 4,478 |
0.690
Ask Size: 4,348 |
NEMETSCHEK SE O.N. |
100.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PC9RTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.37 |
| Time value: |
0.44 |
| Break-even: |
92.00 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
-0.55 |
| Theta: |
-0.04 |
| Omega: |
-6.57 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.650 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.17% |
| 1 Month |
|
|
-11.84% |
| 3 Months |
|
|
-27.17% |
| YTD |
|
|
-28.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
1.060 |
0.700 |
| 6M High / 6M Low: |
1.890 |
0.490 |
| High (YTD): |
1/2/2025 |
0.930 |
| Low (YTD): |
1/9/2025 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.23% |
| Volatility 6M: |
|
114.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |