BNP Paribas Put 350 VACN 19.12.2025
/ DE000PC39CR7
BNP Paribas Put 350 VACN 19.12.20.../ DE000PC39CR7 /
| 14/08/2024 10:04:49 |
Chg.-0.010 |
Bid17:20:01 |
Ask17:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
350.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC39CR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-0.59 |
| Time value: |
0.47 |
| Break-even: |
321.15 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.26 |
| Theta: |
-0.06 |
| Omega: |
-2.38 |
| Rho: |
-2.14 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+60.71% |
| 3 Months |
|
|
+18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.450 |
| 1M High / 1M Low: |
0.570 |
0.250 |
| 6M High / 6M Low: |
0.570 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.01% |
| Volatility 6M: |
|
92.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
