BNP Paribas Put 250 UHR 20.06.2025
/ DE000PC1L6H6
BNP Paribas Put 250 UHR 20.06.202.../ DE000PC1L6H6 /
| 2024-05-13 9:20:56 AM |
Chg.-0.120 |
Bid10:12:22 AM |
Ask10:12:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.500EUR |
-1.81% |
6.450
Bid Size: 8,000 |
6.490
Ask Size: 8,000 |
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: |
-2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
5.61 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
5.61 |
| Time value: |
1.09 |
| Break-even: |
189.07 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.60% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-1.75 |
| Rho: |
-2.03 |
Quote data
| Open: |
6.500 |
| High: |
6.500 |
| Low: |
6.500 |
| Previous Close: |
6.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-0.46% |
| 3 Months |
|
|
+9.43% |
| YTD |
|
|
+38.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.830 |
6.620 |
| 1M High / 1M Low: |
7.270 |
6.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
7.270 |
| Low (YTD): |
2024-02-19 |
5.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
