BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
2024-06-21 4:21:12 PM |
Chg.0.000 |
Bid5:18:16 PM |
Ask5:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.120EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
250.00 CHF |
2025-06-20 |
Put |
Master data
WKN: |
PC1L6H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 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: |
-2.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.61 |
Intrinsic value: |
6.61 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
6.61 |
Time value: |
0.51 |
Break-even: |
190.25 |
Moneyness: |
1.34 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
0.57% |
Delta: |
-0.67 |
Theta: |
-0.02 |
Omega: |
-1.83 |
Rho: |
-2.00 |
Quote data
Open: |
7.080 |
High: |
7.220 |
Low: |
7.080 |
Previous Close: |
7.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.65% |
1 Month |
|
|
+9.88% |
3 Months |
|
|
+11.42% |
YTD |
|
|
+51.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.390 |
6.760 |
1M High / 1M Low: |
7.390 |
6.260 |
6M High / 6M Low: |
7.390 |
4.710 |
High (YTD): |
2024-06-17 |
7.390 |
Low (YTD): |
2024-02-19 |
5.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.198 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.57% |
Volatility 6M: |
|
64.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |