BNP Paribas Put 450 VACN 20.06.2025
/ DE000PC1MC83
BNP Paribas Put 450 VACN 20.06.20.../ DE000PC1MC83 /
| 2024-07-30 9:17:41 AM |
Chg.0.000 |
Bid10:37:00 AM |
Ask10:37:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
0.00% |
0.710
Bid Size: 30,184 |
0.720
Ask Size: 30,184 |
VAT GROUP N |
450.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1MC8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
0.27 |
| Time value: |
0.46 |
| Break-even: |
396.28 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
-0.45 |
| Theta: |
-0.07 |
| Omega: |
-2.74 |
| Rho: |
-2.43 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+57.78% |
| 3 Months |
|
|
+4.41% |
| YTD |
|
|
-27.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.740 |
0.410 |
| 6M High / 6M Low: |
1.030 |
0.410 |
| High (YTD): |
2024-01-05 |
1.200 |
| Low (YTD): |
2024-07-09 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.42% |
| Volatility 6M: |
|
94.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
