BNP Paribas Put 450 VACN 21.03.2025
/ DE000PC70707
BNP Paribas Put 450 VACN 21.03.20.../ DE000PC70707 /
06/09/2024 09:51:54 |
Chg.+0.050 |
Bid15:35:17 |
Ask15:35:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+6.67% |
0.750 Bid Size: 36,826 |
0.760 Ask Size: 36,826 |
VAT GROUP N |
450.00 CHF |
21/03/2025 |
Put |
Master data
WKN: |
PC7070 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.39 |
Historic volatility: |
0.35 |
Parity: |
0.57 |
Time value: |
0.22 |
Break-even: |
400.59 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
-0.59 |
Theta: |
-0.09 |
Omega: |
-3.16 |
Rho: |
-1.77 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.15% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.540 |
1M High / 1M Low: |
0.880 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.656 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |