BNP Paribas Put 400 VACN 19.12.2025
/ DE000PC39CS5
BNP Paribas Put 400 VACN 19.12.20.../ DE000PC39CS5 /
| 8/15/2024 9:21:01 AM |
Chg.-0.010 |
Bid9:35:19 AM |
Ask9:35:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
0.640
Bid Size: 25,994 |
0.650
Ask Size: 25,994 |
VAT GROUP N |
400.00 CHF |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| 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: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
+60.98% |
| 3 Months |
|
|
+24.53% |
| 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: |
|
- |
