BNP Paribas Put 200 UHR 19.12.2025
/ DE000PC387S3
BNP Paribas Put 200 UHR 19.12.202.../ DE000PC387S3 /
| 8/2/2024 3:21:06 PM |
Chg.+0.270 |
Bid5:19:13 PM |
Ask5:19:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
+7.26% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC387S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.76 |
| Time value: |
1.33 |
| Break-even: |
172.64 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-2.29 |
| Rho: |
-1.86 |
Quote data
| Open: |
4.020 |
| High: |
4.070 |
| Low: |
3.930 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.65% |
| 3 Months |
|
|
+21.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.990 |
3.690 |
| 1M High / 1M Low: |
4.300 |
3.190 |
| 6M High / 6M Low: |
4.300 |
2.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.262 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.97% |
| Volatility 6M: |
|
84.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
