BNP Paribas Put 110 NEM 21.03.2025
/ DE000PG2NX38
BNP Paribas Put 110 NEM 21.03.202.../ DE000PG2NX38 /
| 1/10/2025 3:14:44 PM |
Chg.-0.13 |
Bid3:52:15 PM |
Ask3:52:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-8.84% |
1.36
Bid Size: 6,000 |
1.38
Ask Size: 6,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PG2NX3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
1.37 |
| Time value: |
0.13 |
| Break-even: |
95.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.05% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-4.98 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.33 |
| High: |
1.34 |
| Low: |
1.25 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.71% |
| 1 Month |
|
|
-2.90% |
| 3 Months |
|
|
-12.42% |
| YTD |
|
|
-18.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.47 |
| 1M High / 1M Low: |
1.84 |
1.32 |
| 6M High / 6M Low: |
2.66 |
0.95 |
| High (YTD): |
1/3/2025 |
1.69 |
| Low (YTD): |
1/9/2025 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.75% |
| Volatility 6M: |
|
101.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |