BNP Paribas Put 400 VACN 20.06.2025
/ DE000PC1MC75
BNP Paribas Put 400 VACN 20.06.20.../ DE000PC1MC75 /
2024-06-14 9:23:14 AM |
Chg.+0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+3.33% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
400.00 CHF |
2025-06-20 |
Put |
Master data
WKN: |
PC1MC7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.34 |
Parity: |
-0.99 |
Time value: |
0.35 |
Break-even: |
384.77 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
-0.22 |
Theta: |
-0.07 |
Omega: |
-3.20 |
Rho: |
-1.49 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.82% |
1 Month |
|
|
-18.42% |
3 Months |
|
|
-38.00% |
YTD |
|
|
-55.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.300 |
1M High / 1M Low: |
0.400 |
0.300 |
6M High / 6M Low: |
0.860 |
0.300 |
High (YTD): |
2024-01-05 |
0.860 |
Low (YTD): |
2024-06-13 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.86% |
Volatility 6M: |
|
79.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |