BNP Paribas Put 450 VACN 19.12.2025
/ DE000PC39CT3
BNP Paribas Put 450 VACN 19.12.20.../ DE000PC39CT3 /
7/31/2024 9:58:42 AM |
Chg.-0.050 |
Bid2:46:37 PM |
Ask2:46:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-5.75% |
0.820 Bid Size: 23,424 |
0.830 Ask Size: 23,424 |
VAT GROUP N |
450.00 CHF |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.42 |
Historic volatility: |
0.33 |
Parity: |
0.28 |
Time value: |
0.61 |
Break-even: |
382.38 |
Moneyness: |
1.06 |
Premium: |
0.14 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
-0.41 |
Theta: |
-0.06 |
Omega: |
-2.06 |
Rho: |
-3.77 |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.820 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+32.26% |
3 Months |
|
|
-1.20% |
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: |
|
- |