BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
| 10/09/2024 10:20:57 |
Chg.+0.090 |
Bid10:54:51 |
Ask10:54:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.030EUR |
+1.82% |
5.060
Bid Size: 11,000 |
5.100
Ask Size: 11,000 |
SWATCH GROUP I |
200.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
4.37 |
| Time value: |
0.62 |
| Break-even: |
163.49 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.81% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-2.21 |
| Rho: |
-1.24 |
Quote data
| Open: |
4.990 |
| High: |
5.030 |
| Low: |
4.990 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.49% |
| 1 Month |
|
|
+47.94% |
| 3 Months |
|
|
+66.56% |
| YTD |
|
|
+150.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
3.740 |
| 1M High / 1M Low: |
4.940 |
3.000 |
| 6M High / 6M Low: |
4.940 |
2.170 |
| High (YTD): |
09/09/2024 |
4.940 |
| Low (YTD): |
19/02/2024 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.011 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.04% |
| Volatility 6M: |
|
105.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
