BNP Paribas Put 550 VACN 20.06.2025
/ DE000PC61NR8
BNP Paribas Put 550 VACN 20.06.20.../ DE000PC61NR8 /
| 6/28/2024 4:21:24 PM |
Chg.-0.010 |
Bid5:15:50 PM |
Ask5:15:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
0.46 |
| Time value: |
0.52 |
| Break-even: |
473.33 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.47 |
| Theta: |
-0.08 |
| Omega: |
-2.52 |
| Rho: |
-3.36 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.80% |
| 1 Month |
|
|
-11.93% |
| 3 Months |
|
|
-28.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.960 |
| 1M High / 1M Low: |
1.180 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
