BNP Paribas Put 500 VACN 20.06.2025
/ DE000PC1MC91
BNP Paribas Put 500 VACN 20.06.20.../ DE000PC1MC91 /
| 9/17/2024 9:13:51 AM |
Chg.0.00 |
Bid10:47:49 AM |
Ask10:47:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
0.00% |
1.23
Bid Size: 31,143 |
1.24
Ask Size: 31,143 |
VAT GROUP N |
500.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
1.06 |
| Time value: |
0.20 |
| Break-even: |
405.65 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
-0.63 |
| Theta: |
-0.07 |
| Omega: |
-2.13 |
| Rho: |
-2.98 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+20.19% |
| 3 Months |
|
|
+71.23% |
| YTD |
|
|
-6.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.21 |
| 1M High / 1M Low: |
1.34 |
0.99 |
| 6M High / 6M Low: |
1.56 |
0.62 |
| High (YTD): |
1/5/2024 |
1.59 |
| Low (YTD): |
7/9/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.47% |
| Volatility 6M: |
|
111.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
