BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
2024-07-30 4:21:18 PM |
Chg.-0.220 |
Bid5:16:04 PM |
Ask5:16:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.230EUR |
-6.38% |
- 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: |
-5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
2.35 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
2.35 |
Time value: |
1.13 |
Break-even: |
173.77 |
Moneyness: |
1.13 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.58% |
Delta: |
-0.54 |
Theta: |
-0.02 |
Omega: |
-2.87 |
Rho: |
-1.20 |
Quote data
Open: |
3.420 |
High: |
3.420 |
Low: |
3.230 |
Previous Close: |
3.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.45% |
1 Month |
|
|
+3.86% |
3 Months |
|
|
+8.75% |
YTD |
|
|
+60.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.710 |
3.230 |
1M High / 1M Low: |
3.950 |
2.710 |
6M High / 6M Low: |
3.950 |
2.110 |
High (YTD): |
2024-07-15 |
3.950 |
Low (YTD): |
2024-02-19 |
2.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.799 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.94% |
Volatility 6M: |
|
106.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |