BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
10/11/2024 4:21:12 PM |
Chg.+0.100 |
Bid5:19:19 PM |
Ask5:19:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.280EUR |
+3.14% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
6/20/2025 |
Put |
Master data
WKN: |
PC1L6G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
2.09 |
Implied volatility: |
0.36 |
Historic volatility: |
0.31 |
Parity: |
2.09 |
Time value: |
1.20 |
Break-even: |
180.45 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
-0.55 |
Theta: |
-0.03 |
Omega: |
-3.20 |
Rho: |
-0.95 |
Quote data
Open: |
3.260 |
High: |
3.320 |
Low: |
3.260 |
Previous Close: |
3.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.81% |
1 Month |
|
|
-37.76% |
3 Months |
|
|
+21.03% |
YTD |
|
|
+63.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.350 |
2.690 |
1M High / 1M Low: |
5.670 |
2.690 |
6M High / 6M Low: |
5.670 |
2.360 |
High (YTD): |
9/23/2024 |
5.670 |
Low (YTD): |
2/19/2024 |
2.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.88% |
Volatility 6M: |
|
115.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |