BNP Paribas Put 1200 PGHN 21.03.2025
/ DE000PC70GS1
BNP Paribas Put 1200 PGHN 21.03.2.../ DE000PC70GS1 /
| 2024-06-20 10:13:01 AM |
Chg.-0.13 |
Bid12:42:42 PM |
Ask12:42:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-9.15% |
1.30
Bid Size: 11,500 |
1.32
Ask Size: 11,500 |
PARTNERS GROUP N |
1,200.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC70GS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.58 |
| Time value: |
0.87 |
| Break-even: |
1,117.81 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
-0.47 |
| Theta: |
-0.17 |
| Omega: |
-3.94 |
| Rho: |
-5.38 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+16.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.23 |
| 1M High / 1M Low: |
1.46 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
