BNP Paribas Put 250 UHR 19.12.2025
/ DE000PC5CTU1
BNP Paribas Put 250 UHR 19.12.202.../ DE000PC5CTU1 /
10/09/2024 10:20:44 |
Chg.+0.110 |
Bid10:35:17 |
Ask10:35:17 |
Underlying |
Strike price |
Expiration date |
Option type |
10.200EUR |
+1.09% |
10.190 Bid Size: 10,500 |
10.230 Ask Size: 10,500 |
SWATCH GROUP I |
250.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC5CTU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.70 |
Intrinsic value: |
9.70 |
Implied volatility: |
0.51 |
Historic volatility: |
0.26 |
Parity: |
9.70 |
Time value: |
0.45 |
Break-even: |
165.24 |
Moneyness: |
1.57 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
0.40% |
Delta: |
-0.67 |
Theta: |
-0.02 |
Omega: |
-1.11 |
Rho: |
-2.73 |
Quote data
Open: |
10.150 |
High: |
10.200 |
Low: |
10.150 |
Previous Close: |
10.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+25.46% |
3 Months |
|
|
+38.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.090 |
8.670 |
1M High / 1M Low: |
10.090 |
7.620 |
6M High / 6M Low: |
10.090 |
5.740 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.336 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.90% |
Volatility 6M: |
|
59.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |