BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
| 7/31/2024 9:20:58 AM |
Chg.-0.060 |
Bid9:40:56 AM |
Ask9:40:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.590EUR |
-0.78% |
7.580
Bid Size: 10,500 |
7.620
Ask Size: 10,500 |
SWATCH GROUP I |
250.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.57 |
| Intrinsic value: |
7.57 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
7.57 |
| Time value: |
0.40 |
| Break-even: |
181.01 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.50% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-1.62 |
| Rho: |
-1.86 |
Quote data
| Open: |
7.590 |
| High: |
7.590 |
| Low: |
7.590 |
| Previous Close: |
7.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+3.27% |
| 3 Months |
|
|
+11.13% |
| YTD |
|
|
+61.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.270 |
7.650 |
| 1M High / 1M Low: |
8.570 |
6.790 |
| 6M High / 6M Low: |
8.570 |
5.110 |
| High (YTD): |
7/15/2024 |
8.570 |
| Low (YTD): |
2/19/2024 |
5.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.33% |
| Volatility 6M: |
|
70.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
