BNP Paribas Put 220 UHR 21.03.2025
/ DE000PC702T1
BNP Paribas Put 220 UHR 21.03.202.../ DE000PC702T1 /
7/30/2024 4:21:05 PM |
Chg.-0.260 |
Bid5:16:04 PM |
Ask5:16:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.330EUR |
-5.66% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
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: |
|
- |