BNP Paribas Put 200 UHR 21.03.2025
/ DE000PC702S3
BNP Paribas Put 200 UHR 21.03.202.../ DE000PC702S3 /
| 6/18/2024 10:13:11 AM |
Chg.-0.09 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-3.32% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
1.77 |
| Time value: |
0.93 |
| Break-even: |
182.46 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-3.85 |
| Rho: |
-0.99 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.17% |
| 1 Month |
|
|
+40.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.35 |
| 1M High / 1M Low: |
2.71 |
1.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
