BNP Paribas Put 115 NEM 21.03.2025
/ DE000PL0ELJ7
BNP Paribas Put 115 NEM 21.03.202.../ DE000PL0ELJ7 /
| 1/24/2025 9:47:06 PM |
Chg.-0.060 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
0.700
Bid Size: 4,286 |
0.720
Ask Size: 4,167 |
NEMETSCHEK SE O.N. |
115.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PL0ELJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.16 |
| Time value: |
0.56 |
| Break-even: |
107.80 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
-0.50 |
| Theta: |
-0.06 |
| Omega: |
-7.84 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.54% |
| 1 Month |
|
|
-65.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
-67.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.700 |
| 1M High / 1M Low: |
2.140 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
2.130 |
| Low (YTD): |
1/24/2025 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |