BNP Paribas Put 600 VACN 20.06.2025
/ DE000PC6NFW1
BNP Paribas Put 600 VACN 20.06.20.../ DE000PC6NFW1 /
| 2024-07-30 10:07:08 AM |
Chg.-0.01 |
Bid10:28:02 AM |
Ask10:28:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
-0.53% |
1.89
Bid Size: 26,220 |
1.91
Ask Size: 26,220 |
VAT GROUP N |
600.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
1.83 |
| Time value: |
0.11 |
| Break-even: |
431.71 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-1.58 |
| Rho: |
-4.45 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+44.27% |
| 3 Months |
|
|
+11.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.74 |
| 1M High / 1M Low: |
1.97 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
