BNP Paribas Put 400 VACN 20.06.20.../  DE000PC1MC75  /

Frankfurt Zert./BNP
08/10/2024  16:21:11 Chg.0.000 Bid17:10:38 Ask17:10:38 Underlying Strike price Expiration date Option type
0.470EUR 0.00% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 400.00 CHF 20/06/2025 Put
 

Master data

WKN: PC1MC7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.43
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.36
Parity: -0.17
Time value: 0.47
Break-even: 379.62
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.36
Theta: -0.09
Omega: -3.42
Rho: -1.45
 

Quote data

Open: 0.490
High: 0.490
Low: 0.460
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -20.34%
3 Months  
+80.77%
YTD
  -32.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.440
1M High / 1M Low: 0.620 0.420
6M High / 6M Low: 0.670 0.250
High (YTD): 03/01/2024 0.850
Low (YTD): 16/07/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.508
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.23%
Volatility 6M:   133.53%
Volatility 1Y:   -
Volatility 3Y:   -