BNP Paribas Put 600 VACN 19.12.2025
/ DE000PC6NFY7
BNP Paribas Put 600 VACN 19.12.20.../ DE000PC6NFY7 /
| 10/9/2024 9:52:22 AM |
Chg.-0.04 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-1.85% |
-
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: |
-2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
2.04 |
| Time value: |
0.12 |
| Break-even: |
421.28 |
| Moneyness: |
1.47 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
-0.67 |
| Theta: |
-0.04 |
| Omega: |
-1.35 |
| Rho: |
-6.05 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.47% |
| 1 Month |
|
|
-9.40% |
| 3 Months |
|
|
+50.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.08 |
| 1M High / 1M Low: |
2.34 |
1.98 |
| 6M High / 6M Low: |
2.55 |
1.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.37% |
| Volatility 6M: |
|
64.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
