BNP Paribas Put 550 VACN 19.09.2025
/ DE000PG42DT6
BNP Paribas Put 550 VACN 19.09.20.../ DE000PG42DT6 /
9/17/2024 2:21:30 PM |
Chg.-0.030 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
-1.71% |
1.710 Bid Size: 29,018 |
1.720 Ask Size: 29,018 |
VAT GROUP N |
550.00 CHF |
9/19/2025 |
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: |
9/19/2025 |
Issue date: |
7/29/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.47 |
Historic volatility: |
0.35 |
Parity: |
1.59 |
Time value: |
0.18 |
Break-even: |
407.81 |
Moneyness: |
1.37 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.14% |
Delta: |
-0.64 |
Theta: |
-0.06 |
Omega: |
-1.55 |
Rho: |
-4.54 |
Quote data
Open: |
1.750 |
High: |
1.750 |
Low: |
1.710 |
Previous Close: |
1.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.01% |
1 Month |
|
|
+12.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.830 |
1.710 |
1M High / 1M Low: |
1.830 |
1.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |