BNP Paribas Put 1200 PGHN 21.03.2025
/ DE000PC70GS1
BNP Paribas Put 1200 PGHN 21.03.2.../ DE000PC70GS1 /
8/8/2024 4:21:10 PM |
Chg.+0.040 |
Bid5:19:34 PM |
Ask5:19:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
+2.63% |
- Bid Size: - |
- Ask Size: - |
PARTNERS GROUP N |
1,200.00 CHF |
3/21/2025 |
Put |
Master data
WKN: |
PC70GS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PARTNERS GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,200.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
1.23 |
Time value: |
0.31 |
Break-even: |
1,120.95 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
-0.61 |
Theta: |
-0.12 |
Omega: |
-4.56 |
Rho: |
-5.28 |
Quote data
Open: |
1.630 |
High: |
1.690 |
Low: |
1.560 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+41.82% |
1 Month |
|
|
+48.57% |
3 Months |
|
|
+26.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.910 |
1.520 |
1M High / 1M Low: |
1.910 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |