BNP Paribas Put 500 VACN 19.09.2025
/ DE000PG42DS8
BNP Paribas Put 500 VACN 19.09.20.../ DE000PG42DS8 /
| 10/18/2024 12:21:26 PM |
Chg.-0.070 |
Bid1:00:38 PM |
Ask1:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-4.38% |
1.530
Bid Size: 31,359 |
1.550
Ask Size: 31,359 |
VAT GROUP N |
500.00 CHF |
9/19/2025 |
Put |
Master data
| WKN: |
PG42DS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
1.43 |
| Time value: |
0.17 |
| Break-even: |
373.05 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
-0.66 |
| Theta: |
-0.06 |
| Omega: |
-1.60 |
| Rho: |
-3.83 |
Quote data
| Open: |
1.570 |
| High: |
1.570 |
| Low: |
1.530 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+15.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.200 |
| 1M High / 1M Low: |
1.600 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
