BNP Paribas Put 400 VACN 19.09.2025
/ DE000PG42DQ2
BNP Paribas Put 400 VACN 19.09.20.../ DE000PG42DQ2 /
9/17/2024 9:28:35 AM |
Chg.0.000 |
Bid12:46:43 PM |
Ask12:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
0.00% |
0.610 Bid Size: 29,724 |
0.620 Ask Size: 29,724 |
VAT GROUP N |
400.00 CHF |
9/19/2025 |
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: |
9/19/2025 |
Issue date: |
7/29/2024 |
Last trading day: |
9/18/2025 |
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: |
0.630 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
+21.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.610 |
1M High / 1M Low: |
0.670 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.573 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |