BNP Paribas Put 550 VACN 19.09.2025
/ DE000PG42DT6
BNP Paribas Put 550 VACN 19.09.20.../ DE000PG42DT6 /
| 2024-10-18 9:34:23 AM |
Chg.0.00 |
Bid11:52:20 AM |
Ask11:52:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
0.00% |
1.99
Bid Size: 28,603 |
2.01
Ask Size: 28,603 |
VAT GROUP N |
550.00 CHF |
2025-09-19 |
Put |
Master data
| WKN: |
PG42DT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
1.97 |
| Time value: |
0.11 |
| Break-even: |
378.36 |
| Moneyness: |
1.50 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.70 |
| Theta: |
-0.06 |
| Omega: |
-1.32 |
| Rho: |
-4.43 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.71% |
| 1 Month |
|
|
+16.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.60 |
| 1M High / 1M Low: |
2.04 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
