BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
2024-07-09 4:21:14 PM |
Chg.+0.130 |
Bid5:18:49 PM |
Ask5:18:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.990EUR |
+4.55% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
1.54 |
Time value: |
1.37 |
Break-even: |
176.78 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.69% |
Delta: |
-0.49 |
Theta: |
-0.02 |
Omega: |
-3.21 |
Rho: |
-1.16 |
Quote data
Open: |
2.810 |
High: |
3.000 |
Low: |
2.810 |
Previous Close: |
2.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.41% |
1 Month |
|
|
-0.99% |
3 Months |
|
|
+26.16% |
YTD |
|
|
+48.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.990 |
2.800 |
1M High / 1M Low: |
3.190 |
2.690 |
6M High / 6M Low: |
3.310 |
2.110 |
High (YTD): |
2024-04-19 |
3.310 |
Low (YTD): |
2024-02-19 |
2.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.917 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.700 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.90% |
Volatility 6M: |
|
87.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |