BNP Paribas Put 200 UHR 20.06.2025
/ DE000PC1L6G8
BNP Paribas Put 200 UHR 20.06.202.../ DE000PC1L6G8 /
| 2024-05-10 4:21:15 PM |
Chg.-0.040 |
Bid5:18:47 PM |
Ask5:18:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-1.41% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
PC1L6G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 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: |
-7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.49 |
| Time value: |
2.35 |
| Break-even: |
176.46 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-2.85 |
| Rho: |
-1.21 |
Quote data
| Open: |
2.790 |
| High: |
2.810 |
| Low: |
2.760 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.06% |
| 1 Month |
|
|
-3.11% |
| 3 Months |
|
|
+16.18% |
| YTD |
|
|
+39.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.800 |
| 1M High / 1M Low: |
3.310 |
2.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
3.310 |
| Low (YTD): |
2024-02-19 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.873 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
