BNP Paribas Put 500 VACN 20.06.2025
/ DE000PC1MC91
BNP Paribas Put 500 VACN 20.06.20.../ DE000PC1MC91 /
18/10/2024 09:19:44 |
Chg.0.00 |
Bid11:13:57 |
Ask11:13:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
0.00% |
1.48 Bid Size: 29,514 |
1.50 Ask Size: 29,514 |
VAT GROUP N |
500.00 CHF |
20/06/2025 |
Put |
Master data
WKN: |
PC1MC9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.48 |
Historic volatility: |
0.37 |
Parity: |
1.43 |
Time value: |
0.12 |
Break-even: |
378.05 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.31% |
Delta: |
-0.71 |
Theta: |
-0.07 |
Omega: |
-1.78 |
Rho: |
-2.89 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.52 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.73% |
1 Month |
|
|
+20.63% |
3 Months |
|
|
+87.65% |
YTD |
|
|
+14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.52 |
1.11 |
1M High / 1M Low: |
1.52 |
0.99 |
6M High / 6M Low: |
1.56 |
0.62 |
High (YTD): |
05/01/2024 |
1.59 |
Low (YTD): |
09/07/2024 |
0.62 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.25% |
Volatility 6M: |
|
122.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |