BNP Paribas Put 550 VACN 20.06.2025
/ DE000PC61NR8
BNP Paribas Put 550 VACN 20.06.20.../ DE000PC61NR8 /
| 10/18/2024 11:21:23 AM |
Chg.-0.080 |
Bid12:15:32 PM |
Ask12:15:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-3.92% |
1.960
Bid Size: 27,323 |
1.980
Ask Size: 27,323 |
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 |
|
|
+20.99% |
| 1 Month |
|
|
+15.29% |
| 3 Months |
|
|
+61.98% |
| 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: |
|
- |
