BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
| 2024-06-21 4:21:13 PM |
Chg.0.000 |
Bid5:19:06 PM |
Ask5:19:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1L6G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
1.38 |
| Time value: |
1.58 |
| Break-even: |
179.56 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-3.12 |
| Rho: |
-1.21 |
Quote data
| Open: |
2.950 |
| High: |
3.040 |
| Low: |
2.950 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.29% |
| 1 Month |
|
|
+9.96% |
| 3 Months |
|
|
+7.58% |
| YTD |
|
|
+48.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
2.760 |
| 1M High / 1M Low: |
3.190 |
2.530 |
| 6M High / 6M Low: |
3.310 |
2.010 |
| High (YTD): |
2024-04-19 |
3.310 |
| Low (YTD): |
2024-02-19 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.650 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.35% |
| Volatility 6M: |
|
88.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
