BNP Paribas Put 115 NEM 21.03.2025
/ DE000PL0ELJ7
BNP Paribas Put 115 NEM 21.03.202.../ DE000PL0ELJ7 /
| 1/10/2025 6:47:05 PM |
Chg.-0.160 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-8.42% |
1.740
Bid Size: 1,725 |
1.770
Ask Size: 1,695 |
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: |
-5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
1.87 |
| Time value: |
0.06 |
| Break-even: |
95.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.59% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-4.23 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.910 |
| High: |
1.910 |
| Low: |
1.660 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
-2.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
-18.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.900 |
| 1M High / 1M Low: |
2.310 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.120 |
| Low (YTD): |
1/9/2025 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |