BNP Paribas Put 1500 PGHN 21.03.2025
/ DE000PC70GU7
BNP Paribas Put 1500 PGHN 21.03.2.../ DE000PC70GU7 /
| 2024-06-20 10:13:01 AM |
Chg.-0.22 |
Bid10:32:54 AM |
Ask10:32:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
-5.85% |
3.56
Bid Size: 18,500 |
3.60
Ask Size: 18,500 |
PARTNERS GROUP N |
1,500.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC70GU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,500.00 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: |
-3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
3.74 |
| Time value: |
0.08 |
| Break-even: |
1,196.52 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.06% |
| Delta: |
-0.74 |
| Theta: |
-0.09 |
| Omega: |
-2.33 |
| Rho: |
-9.55 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.54 |
| Previous Close: |
3.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.12% |
| 1 Month |
|
|
+16.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
3.40 |
| 1M High / 1M Low: |
3.82 |
2.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
