BNP Paribas Put 500 VACN 19.09.2025
/ DE000PG42DS8
BNP Paribas Put 500 VACN 19.09.20.../ DE000PG42DS8 /
| 17/09/2024 11:21:26 |
Chg.-0.020 |
Bid11:30:10 |
Ask11:30:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-1.52% |
1.290
Bid Size: 32,386 |
1.300
Ask Size: 32,386 |
VAT GROUP N |
500.00 CHF |
19/09/2025 |
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: |
19/09/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
1.06 |
| Time value: |
0.28 |
| Break-even: |
397.65 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
-0.58 |
| Theta: |
-0.07 |
| Omega: |
-1.84 |
| Rho: |
-3.82 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.300 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
+15.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.290 |
| 1M High / 1M Low: |
1.390 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
