BNP Paribas Put 550 VACN 20.06.2025
/ DE000PC61NR8
BNP Paribas Put 550 VACN 20.06.20.../ DE000PC61NR8 /
10/18/2024 1:21:23 PM |
Chg.-0.070 |
Bid2:17:54 PM |
Ask2:17:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.970EUR |
-3.43% |
1.960 Bid Size: 27,360 |
1.980 Ask Size: 27,360 |
VAT GROUP N |
550.00 CHF |
6/20/2025 |
Put |
Master data
WKN: |
PC61NR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
3/21/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.52 |
Historic volatility: |
0.37 |
Parity: |
1.97 |
Time value: |
0.07 |
Break-even: |
382.36 |
Moneyness: |
1.50 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
-0.75 |
Theta: |
-0.06 |
Omega: |
-1.44 |
Rho: |
-3.34 |
Quote data
Open: |
2.010 |
High: |
2.010 |
Low: |
1.960 |
Previous Close: |
2.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.60% |
1 Month |
|
|
+15.88% |
3 Months |
|
|
+62.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.040 |
1.550 |
1M High / 1M Low: |
2.040 |
1.440 |
6M High / 6M Low: |
2.040 |
0.890 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.611 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.76% |
Volatility 6M: |
|
96.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |