BNP Paribas Put 600 VACN 21.03.2025
/ DE000PC8GU17
BNP Paribas Put 600 VACN 21.03.20.../ DE000PC8GU17 /
| 12/11/2024 09:44:20 |
Chg.+0.09 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.58EUR |
+3.61% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
600.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC8GU1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.36 |
| Parity: |
2.52 |
| Time value: |
0.01 |
| Break-even: |
386.34 |
| Moneyness: |
1.65 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
-0.87 |
| Theta: |
-0.07 |
| Omega: |
-1.34 |
| Rho: |
-2.09 |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.58 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.77% |
| 1 Month |
|
|
+25.85% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.49 |
| 1M High / 1M Low: |
2.60 |
1.96 |
| 6M High / 6M Low: |
2.60 |
1.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.50% |
| Volatility 6M: |
|
90.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
