BNP Paribas Put 200 UHR 21.03.2025
/ DE000PC702S3
BNP Paribas Put 200 UHR 21.03.202.../ DE000PC702S3 /
| 30/07/2024 16:21:08 |
Chg.-0.220 |
Bid17:18:12 |
Ask17:18:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
-7.56% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC702S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
2.35 |
| Time value: |
0.58 |
| Break-even: |
179.27 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-3.87 |
| Rho: |
-0.91 |
Quote data
| Open: |
2.880 |
| High: |
2.880 |
| Low: |
2.690 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.12% |
| 1 Month |
|
|
+2.67% |
| 3 Months |
|
|
+7.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.170 |
2.690 |
| 1M High / 1M Low: |
3.470 |
2.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
