BNP Paribas Put 115 NEM 21.03.2025
/ DE000PL0ELJ7
BNP Paribas Put 115 NEM 21.03.202.../ DE000PL0ELJ7 /
| 1/10/2025 9:47:05 PM |
Chg.-0.170 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-8.95% |
1.730
Bid Size: 1,735 |
1.760
Ask Size: 1,705 |
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: |
-5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
1.71 |
| Time value: |
0.05 |
| Break-even: |
97.40 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.73% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-4.67 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.910 |
| High: |
1.910 |
| Low: |
1.660 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.40% |
| 1 Month |
|
|
+2.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
-19.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.730 |
| 1M High / 1M Low: |
2.310 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.120 |
| Low (YTD): |
1/10/2025 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |