BNP Paribas Put 200 UHR 19.12.2025
/ DE000PC387S3
BNP Paribas Put 200 UHR 19.12.202.../ DE000PC387S3 /
| 2024-06-21 4:21:04 PM |
Chg.0.000 |
Bid5:18:16 PM |
Ask5:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.450EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
PC387S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
1.38 |
| Time value: |
2.06 |
| Break-even: |
174.76 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-2.44 |
| Rho: |
-1.77 |
Quote data
| Open: |
3.430 |
| High: |
3.510 |
| Low: |
3.430 |
| Previous Close: |
3.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
+9.18% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.640 |
3.240 |
| 1M High / 1M Low: |
3.640 |
2.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
