BNP Paribas Put 600 VACN 21.03.2025
/ DE000PC8GU17
BNP Paribas Put 600 VACN 21.03.20.../ DE000PC8GU17 /
9/5/2024 4:21:28 PM |
Chg.+0.110 |
Bid4:52:06 PM |
Ask4:52:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
+5.37% |
2.150 Bid Size: 24,677 |
2.170 Ask Size: 24,677 |
VAT GROUP N |
600.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/17/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.12 |
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: |
0.01 |
Break-even: |
434.55 |
Moneyness: |
1.47 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
-0.82 |
Theta: |
-0.05 |
Omega: |
-1.73 |
Rho: |
-3.02 |
Quote data
Open: |
2.070 |
High: |
2.230 |
Low: |
2.070 |
Previous Close: |
2.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.73% |
1 Month |
|
|
-6.49% |
3 Months |
|
|
+56.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.050 |
1.750 |
1M High / 1M Low: |
2.310 |
1.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.922 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |