BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
| 11/12/2024 9:21:00 AM |
Chg.+0.420 |
Bid10:13:02 AM |
Ask10:13:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.080EUR |
+4.35% |
10.190
Bid Size: 10,000 |
10.230
Ask Size: 10,000 |
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: |
-1.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.36 |
| Intrinsic value: |
9.36 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
9.36 |
| Time value: |
0.33 |
| Break-even: |
169.49 |
| Moneyness: |
1.54 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.41% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-1.37 |
| Rho: |
-1.39 |
Quote data
| Open: |
10.080 |
| High: |
10.080 |
| Low: |
10.080 |
| Previous Close: |
9.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.03% |
| 1 Month |
|
|
+29.07% |
| 3 Months |
|
|
+28.90% |
| YTD |
|
|
+114.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.730 |
8.220 |
| 1M High / 1M Low: |
9.730 |
7.420 |
| 6M High / 6M Low: |
10.780 |
5.860 |
| High (YTD): |
9/23/2024 |
10.780 |
| Low (YTD): |
2/19/2024 |
5.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.97% |
| Volatility 6M: |
|
76.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
