BNP Paribas Put 400 VACN 19.09.2025
/ DE000PG42DQ2
BNP Paribas Put 400 VACN 19.09.20.../ DE000PG42DQ2 /
| 17/09/2024 12:21:08 |
Chg.-0.030 |
Bid17/09/2024 |
Ask17/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-4.76% |
0.600
Bid Size: 29,724 |
0.610
Ask Size: 29,724 |
VAT GROUP N |
400.00 CHF |
19/09/2025 |
Put |
Master data
| WKN: |
PG42DQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
-0.01 |
| Time value: |
0.64 |
| Break-even: |
361.32 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
-0.38 |
| Theta: |
-0.07 |
| Omega: |
-2.55 |
| Rho: |
-2.28 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.680 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
