BNP Paribas Put 400 VACN 19.12.2025
/ DE000PC39CS5
BNP Paribas Put 400 VACN 19.12.20.../ DE000PC39CS5 /
| 18/10/2024 14:21:07 |
Chg.-0.050 |
Bid14:48:26 |
Ask14:48:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-5.81% |
0.800
Bid Size: 29,294 |
0.810
Ask Size: 29,294 |
VAT GROUP N |
400.00 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
PC39CS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 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: |
-4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.48 |
| Break-even: |
341.44 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
-0.45 |
| Theta: |
-0.06 |
| Omega: |
-2.07 |
| Rho: |
-3.05 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+14.08% |
| 3 Months |
|
|
+62.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.620 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
0.860 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.78% |
| Volatility 6M: |
|
100.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
