BNP Paribas Put 260 UNP 19.12.2025
/ DE000PC1GH60
BNP Paribas Put 260 UNP 19.12.202.../ DE000PC1GH60 /
| 2024-06-14 8:59:54 AM |
Chg.+0.29 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
260.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC1GH6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
3.54 |
| Time value: |
0.57 |
| Break-even: |
201.78 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-2.83 |
| Rho: |
-2.38 |
Quote data
| Open: |
4.06 |
| High: |
4.06 |
| Low: |
4.06 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.23% |
| 1 Month |
|
|
+37.16% |
| 3 Months |
|
|
+25.70% |
| YTD |
|
|
+18.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.64 |
| 1M High / 1M Low: |
4.06 |
2.96 |
| 6M High / 6M Low: |
4.06 |
2.83 |
| High (YTD): |
2024-06-14 |
4.06 |
| Low (YTD): |
2024-02-26 |
2.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.12% |
| Volatility 6M: |
|
59.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
