BNP Paribas Put 220 UHR 21.03.2025
/ DE000PC702T1
BNP Paribas Put 220 UHR 21.03.202.../ DE000PC702T1 /
| 30/07/2024 16:21:05 |
Chg.-0.260 |
Bid17:16:04 |
Ask17:16:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
-5.66% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC702T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 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: |
-4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.44 |
| Intrinsic value: |
4.44 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
4.44 |
| Time value: |
0.19 |
| Break-even: |
183.13 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.87% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.90 |
| Rho: |
-1.16 |
Quote data
| Open: |
4.550 |
| High: |
4.550 |
| Low: |
4.330 |
| Previous Close: |
4.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.68% |
| 1 Month |
|
|
+4.09% |
| 3 Months |
|
|
+11.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
4.330 |
| 1M High / 1M Low: |
5.270 |
3.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
