BNP Paribas Put 600 VACN 20.06.2025
/ DE000PC6NFW1
BNP Paribas Put 600 VACN 20.06.20.../ DE000PC6NFW1 /
05/09/2024 14:21:14 |
Chg.+0.130 |
Bid14:42:57 |
Ask14:42:57 |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
+6.07% |
2.290 Bid Size: 26,158 |
2.310 Ask Size: 26,158 |
VAT GROUP N |
600.00 CHF |
20/06/2025 |
Put |
Master data
WKN: |
PC6NFW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
14/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.49 |
Historic volatility: |
0.35 |
Parity: |
2.04 |
Time value: |
0.08 |
Break-even: |
427.55 |
Moneyness: |
1.47 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.95% |
Delta: |
-0.73 |
Theta: |
-0.06 |
Omega: |
-1.50 |
Rho: |
-4.18 |
Quote data
Open: |
2.140 |
High: |
2.270 |
Low: |
2.140 |
Previous Close: |
2.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.37% |
1 Month |
|
|
-3.81% |
3 Months |
|
|
+53.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.140 |
1.840 |
1M High / 1M Low: |
2.360 |
1.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |