BNP Paribas Put 1400 PGHN 21.03.2025
/ DE000PC70GT9
BNP Paribas Put 1400 PGHN 21.03.2.../ DE000PC70GT9 /
2024-06-19 4:21:22 PM |
Chg.+0.070 |
Bid5:19:44 PM |
Ask5:19:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.900EUR |
+2.47% |
- Bid Size: - |
- Ask Size: - |
PARTNERS GROUP N |
1,400.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
PC70GT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PARTNERS GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,400.00 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: |
-4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.61 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
2.61 |
Time value: |
0.24 |
Break-even: |
1,189.33 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.71% |
Delta: |
-0.67 |
Theta: |
-0.12 |
Omega: |
-2.87 |
Rho: |
-8.31 |
Quote data
Open: |
2.840 |
High: |
2.900 |
Low: |
2.820 |
Previous Close: |
2.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.21% |
1 Month |
|
|
+28.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.920 |
2.680 |
1M High / 1M Low: |
2.920 |
2.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |