BNP Paribas Put 550 VACN 20.06.2025
/ DE000PC61NR8
BNP Paribas Put 550 VACN 20.06.20.../ DE000PC61NR8 /
2024-06-27 4:21:27 PM |
Chg.-0.040 |
Bid4:49:33 PM |
Ask4:49:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-3.96% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
550.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-03-21 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.41 |
Historic volatility: |
0.33 |
Parity: |
0.51 |
Time value: |
0.51 |
Break-even: |
471.83 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
-0.48 |
Theta: |
-0.08 |
Omega: |
-2.44 |
Rho: |
-3.44 |
Quote data
Open: |
0.980 |
High: |
1.000 |
Low: |
0.970 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.96% |
1 Month |
|
|
-10.19% |
3 Months |
|
|
-27.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
1.000 |
1M High / 1M Low: |
1.180 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.065 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |