BNP Paribas Put 200 UHR 19.12.2025
/ DE000PC387S3
BNP Paribas Put 200 UHR 19.12.202.../ DE000PC387S3 /
| 7/30/2024 10:20:44 AM |
Chg.-0.170 |
Bid10:34:29 AM |
Ask10:34:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.710EUR |
-4.38% |
3.700
Bid Size: 6,000 |
3.720
Ask Size: 6,000 |
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: |
-4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.35 |
| Time value: |
1.56 |
| Break-even: |
169.47 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-2.28 |
| Rho: |
-1.78 |
Quote data
| Open: |
3.850 |
| High: |
3.850 |
| Low: |
3.710 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.88% |
| 1 Month |
|
|
+4.51% |
| 3 Months |
|
|
+8.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.120 |
3.820 |
| 1M High / 1M Low: |
4.300 |
3.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
