BNP Paribas Put 400 VACN 19.12.2025
/ DE000PC39CS5
BNP Paribas Put 400 VACN 19.12.20.../ DE000PC39CS5 /
14/08/2024 16:21:06 |
Chg.-0.030 |
Bid09:01:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-4.29% |
0.660 Bid Size: 25,994 |
- Ask Size: - |
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: |
-6.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.35 |
Parity: |
-0.06 |
Time value: |
0.71 |
Break-even: |
349.74 |
Moneyness: |
0.99 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
-0.35 |
Theta: |
-0.06 |
Omega: |
-2.12 |
Rho: |
-2.98 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.660 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.46% |
1 Month |
|
|
+63.41% |
3 Months |
|
|
+26.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.670 |
1M High / 1M Low: |
0.820 |
0.390 |
6M High / 6M Low: |
0.820 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.570 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.47% |
Volatility 6M: |
|
92.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |