BNP Paribas Put 500 GEBN 19.12.20.../  DE000PC39X56  /

EUWAX
1/24/2025  10:01:31 AM Chg.-0.020 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -
-
Ask Size: -
GEBERIT N 500.00 CHF 12/19/2025 Put
 

Master data

WKN: PC39X5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -10.25
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.03
Implied volatility: 0.29
Historic volatility: 0.21
Parity: 0.03
Time value: 0.48
Break-even: 474.84
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.00%
Delta: -0.42
Theta: -0.06
Omega: -4.30
Rho: -2.43
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month     0.00%
3 Months
  -5.77%
YTD  
+2.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.490
1M High / 1M Low: 0.560 0.450
6M High / 6M Low: 0.630 0.320
High (YTD): 1/13/2025 0.560
Low (YTD): 1/7/2025 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.72%
Volatility 6M:   102.76%
Volatility 1Y:   -
Volatility 3Y:   -