BNP Paribas Put 450 VACN 20.06.2025
/ DE000PC1MC83
BNP Paribas Put 450 VACN 20.06.20.../ DE000PC1MC83 /
| 10/18/2024 9:19:44 AM |
Chg.-0.01 |
Bid11:20:32 AM |
Ask11:20:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-0.93% |
1.03
Bid Size: 34,261 |
1.04
Ask Size: 34,261 |
VAT GROUP N |
450.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
0.90 |
| Time value: |
0.19 |
| Break-even: |
370.75 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.63 |
| Theta: |
-0.08 |
| Omega: |
-2.26 |
| Rho: |
-2.39 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.75% |
| 1 Month |
|
|
+24.42% |
| 3 Months |
|
|
+98.15% |
| YTD |
|
|
+9.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.74 |
| 1M High / 1M Low: |
1.08 |
0.65 |
| 6M High / 6M Low: |
1.12 |
0.41 |
| High (YTD): |
1/5/2024 |
1.20 |
| Low (YTD): |
7/9/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.11% |
| Volatility 6M: |
|
139.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
