BNP Paribas Put 500 VACN 19.12.2025
/ DE000PC39CU1
BNP Paribas Put 500 VACN 19.12.20.../ DE000PC39CU1 /
| 10/18/2024 9:49:59 AM |
Chg.-0.06 |
Bid11:18:21 AM |
Ask11:18:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-3.57% |
1.59
Bid Size: 33,235 |
1.60
Ask Size: 33,235 |
VAT GROUP N |
500.00 CHF |
12/19/2025 |
Put |
Master data
| WKN: |
PC39CU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
1.43 |
| Time value: |
0.22 |
| Break-even: |
368.05 |
| Moneyness: |
1.37 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
-0.61 |
| Theta: |
-0.05 |
| Omega: |
-1.45 |
| Rho: |
-4.73 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.90% |
| 1 Month |
|
|
+16.55% |
| 3 Months |
|
|
+55.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.27 |
| 1M High / 1M Low: |
1.68 |
1.17 |
| 6M High / 6M Low: |
1.68 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.41% |
| Volatility 6M: |
|
86.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
