BNP Paribas Put 350 VACN 21.03.2025
/ DE000PG6BL99
BNP Paribas Put 350 VACN 21.03.20.../ DE000PG6BL99 /
10/18/2024 9:49:37 AM |
Chg.-0.030 |
Bid11:43:41 AM |
Ask11:43:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-9.38% |
0.270 Bid Size: 52,114 |
0.280 Ask Size: 52,114 |
VAT GROUP N |
350.00 CHF |
3/21/2025 |
Put |
Master data
WKN: |
PG6BL9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
8/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.37 |
Parity: |
-0.17 |
Time value: |
0.30 |
Break-even: |
343.14 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.36 |
Theta: |
-0.11 |
Omega: |
-4.73 |
Rho: |
-0.72 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+52.63% |
1 Month |
|
|
+31.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.160 |
1M High / 1M Low: |
0.320 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |