BNP Paribas Put 400 VACN 20.06.2025
/ DE000PC1MC75
BNP Paribas Put 400 VACN 20.06.20.../ DE000PC1MC75 /
| 10/18/2024 9:19:44 AM |
Chg.-0.010 |
Bid12:03:29 PM |
Ask12:03:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-1.45% |
0.650
Bid Size: 39,228 |
0.660
Ask Size: 39,228 |
VAT GROUP N |
400.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.33 |
| Break-even: |
356.44 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.51 |
| Theta: |
-0.09 |
| Omega: |
-2.84 |
| Rho: |
-1.81 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.00% |
| 1 Month |
|
|
+23.64% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-2.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.450 |
| 1M High / 1M Low: |
0.690 |
0.400 |
| 6M High / 6M Low: |
0.750 |
0.260 |
| High (YTD): |
1/5/2024 |
0.860 |
| Low (YTD): |
7/17/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.81% |
| Volatility 6M: |
|
156.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
