BNP Paribas Put 550 VACN 21.03.2025
/ DE000PC70723
BNP Paribas Put 550 VACN 21.03.20.../ DE000PC70723 /
| 2024-09-17 9:21:01 AM |
Chg.0.000 |
Bid10:03:01 AM |
Ask10:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
0.00% |
1.600
Bid Size: 25,656 |
1.620
Ask Size: 25,656 |
VAT GROUP N |
550.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC7072 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
1.59 |
| Time value: |
0.05 |
| Break-even: |
420.81 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
-0.78 |
| Theta: |
-0.06 |
| Omega: |
-2.02 |
| Rho: |
-2.51 |
Quote data
| Open: |
1.610 |
| High: |
1.610 |
| Low: |
1.610 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
+19.26% |
| 3 Months |
|
|
+71.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.560 |
| 1M High / 1M Low: |
1.740 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
