BNP Paribas Put 1500 PGHN 19.12.2.../  DE000PC6MYB8  /

EUWAX
2025-01-03  9:51:07 AM Chg.-0.02 Bid3:31:18 PM Ask3:31:18 PM Underlying Strike price Expiration date Option type
3.48EUR -0.57% 3.45
Bid Size: 13,000
3.49
Ask Size: 13,000
PARTNERS GROUP N 1,500.00 CHF 2025-12-19 Put
 

Master data

WKN: PC6MYB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PARTNERS GROUP N
Type: Warrant
Option type: Put
Strike price: 1,500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.68
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 3.05
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 3.05
Time value: 0.47
Break-even: 1,249.56
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.15%
Delta: -0.64
Theta: -0.14
Omega: -2.37
Rho: -11.37
 

Quote data

Open: 3.50
High: 3.50
Low: 3.48
Previous Close: 3.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+13.36%
3 Months  
+1.46%
YTD
  -0.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.52 3.50
1M High / 1M Low: 3.82 2.94
6M High / 6M Low: 5.32 2.94
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.26
Avg. volume 1M:   0.00
Avg. price 6M:   3.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.13%
Volatility 6M:   74.59%
Volatility 1Y:   -
Volatility 3Y:   -