BNP Paribas Put 350 VACN 20.06.2025
/ DE000PC1MC67
BNP Paribas Put 350 VACN 20.06.20.../ DE000PC1MC67 /
| 2024-07-30 11:21:29 AM |
Chg.-0.010 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 38,939 |
0.260
Ask Size: 38,939 |
VAT GROUP N |
350.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1MC6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.34 |
| Parity: |
-0.78 |
| Time value: |
0.27 |
| Break-even: |
338.00 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.22 |
| Theta: |
-0.07 |
| Omega: |
-3.62 |
| Rho: |
-1.11 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+47.06% |
| 3 Months |
|
|
-7.41% |
| YTD |
|
|
-46.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.480 |
0.140 |
| High (YTD): |
2024-01-03 |
0.580 |
| Low (YTD): |
2024-07-16 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.35% |
| Volatility 6M: |
|
105.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
