BNP Paribas Put 450 VACN 20.06.2025
/ DE000PC1MC83
BNP Paribas Put 450 VACN 20.06.20.../ DE000PC1MC83 /
| 9/17/2024 9:13:51 AM |
Chg.0.000 |
Bid2:32:27 PM |
Ask2:32:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.820
Bid Size: 34,082 |
0.830
Ask Size: 34,082 |
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: |
-4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
0.53 |
| Time value: |
0.34 |
| Break-even: |
391.48 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
-0.53 |
| Theta: |
-0.08 |
| Omega: |
-2.57 |
| Rho: |
-2.35 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
+72.00% |
| YTD |
|
|
-12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
0.930 |
0.670 |
| 6M High / 6M Low: |
1.120 |
0.410 |
| High (YTD): |
1/5/2024 |
1.200 |
| Low (YTD): |
7/9/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.62% |
| Volatility 6M: |
|
124.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
