BNP Paribas Put 220 UHR 21.03.2025
/ DE000PC702T1
BNP Paribas Put 220 UHR 21.03.202.../ DE000PC702T1 /
| 2024-05-24 4:21:02 PM |
Chg.+0.050 |
Bid5:19:25 PM |
Ask5:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
PC702T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
2.99 |
| Time value: |
0.61 |
| Break-even: |
185.74 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-3.22 |
| Rho: |
-1.25 |
Quote data
| Open: |
3.690 |
| High: |
3.690 |
| Low: |
3.540 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.26% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.600 |
3.240 |
| 1M High / 1M Low: |
3.980 |
3.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.473 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
