BNP Paribas Put 200 UHR 21.03.2025
/ DE000PC702S3
BNP Paribas Put 200 UHR 21.03.202.../ DE000PC702S3 /
| 27/09/2024 10:20:42 |
Chg.-0.160 |
Bid10:40:52 |
Ask10:40:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-5.28% |
2.780
Bid Size: 11,000 |
2.800
Ask Size: 11,000 |
SWATCH GROUP I |
200.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC702S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
2.78 |
| Time value: |
0.41 |
| Break-even: |
179.57 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-3.91 |
| Rho: |
-0.75 |
Quote data
| Open: |
2.800 |
| High: |
2.870 |
| Low: |
2.800 |
| Previous Close: |
3.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.73% |
| 1 Month |
|
|
+7.09% |
| 3 Months |
|
|
+15.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
3.030 |
| 1M High / 1M Low: |
5.250 |
2.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
