BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
14/08/2024 16:21:14 |
Chg.-0.310 |
Bid17:17:28 |
Ask17:17:28 |
Underlying |
Strike price |
Expiration date |
Option type |
7.480EUR |
-3.98% |
- 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: |
-2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.34 |
Intrinsic value: |
7.34 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
7.34 |
Time value: |
0.40 |
Break-even: |
185.56 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
0.52% |
Delta: |
-0.70 |
Theta: |
-0.02 |
Omega: |
-1.72 |
Rho: |
-1.79 |
Quote data
Open: |
7.550 |
High: |
7.600 |
Low: |
7.480 |
Previous Close: |
7.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.79% |
1 Month |
|
|
+10.16% |
3 Months |
|
|
+17.61% |
YTD |
|
|
+58.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.000 |
7.790 |
1M High / 1M Low: |
8.570 |
7.650 |
6M High / 6M Low: |
8.570 |
5.110 |
High (YTD): |
15/07/2024 |
8.570 |
Low (YTD): |
19/02/2024 |
5.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.694 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.64% |
Volatility 6M: |
|
68.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |