BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
| 05/07/2024 16:21:11 |
Chg.0.000 |
Bid17:19:17 |
Ask17:19:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.920EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
250.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PC1L6H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.64 |
| Intrinsic value: |
6.64 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
6.64 |
| Time value: |
0.40 |
| Break-even: |
187.08 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.57% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-1.85 |
| Rho: |
-1.92 |
Quote data
| Open: |
6.800 |
| High: |
6.920 |
| Low: |
6.620 |
| Previous Close: |
6.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
+19.11% |
| YTD |
|
|
+46.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.190 |
6.920 |
| 1M High / 1M Low: |
7.390 |
6.660 |
| 6M High / 6M Low: |
7.390 |
5.110 |
| High (YTD): |
17/06/2024 |
7.390 |
| Low (YTD): |
19/02/2024 |
5.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.05% |
| Volatility 6M: |
|
63.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
