BNP Paribas Put 450 VACN 19.12.2025
/ DE000PC39CT3
BNP Paribas Put 450 VACN 19.12.20.../ DE000PC39CT3 /
2024-07-30 10:05:57 AM |
Chg.0.000 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
450.00 CHF |
2025-12-19 |
Put |
Master data
WKN: |
PC39CT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.43 |
Historic volatility: |
0.34 |
Parity: |
0.27 |
Time value: |
0.63 |
Break-even: |
379.28 |
Moneyness: |
1.06 |
Premium: |
0.14 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
-0.41 |
Theta: |
-0.06 |
Omega: |
-2.00 |
Rho: |
-3.75 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.10% |
1 Month |
|
|
+40.32% |
3 Months |
|
|
+4.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.820 |
1M High / 1M Low: |
0.920 |
0.580 |
6M High / 6M Low: |
1.180 |
0.580 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.816 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.03% |
Volatility 6M: |
|
67.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |