BNP Paribas Put 600 VACN 19.12.20.../  DE000PC6NFY7  /

EUWAX
11/12/2024  9:43:55 AM Chg.+0.07 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
2.67EUR +2.69% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 600.00 CHF 12/19/2025 Put
 

Master data

WKN: PC6NFY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1.47
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.52
Implied volatility: 0.55
Historic volatility: 0.36
Parity: 2.52
Time value: 0.11
Break-even: 376.34
Moneyness: 1.65
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.77%
Delta: -0.70
Theta: -0.05
Omega: -1.03
Rho: -5.88
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.37%
1 Month  
+20.27%
3 Months  
+20.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.68 2.58
1M High / 1M Low: 2.68 2.13
6M High / 6M Low: 2.68 1.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.63
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.00
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.77%
Volatility 6M:   68.13%
Volatility 1Y:   -
Volatility 3Y:   -