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BNP Paribas Call 300 VACN 20.12.2.../  DE000PN7C9D1  /

Frankfurt Zert./BNP
9/17/2024  9:21:02 AM Chg.+0.010 Bid9:55:24 AM Ask9:55:24 AM Underlying Strike price Expiration date Option type
1.160EUR +0.87% 1.170
Bid Size: 25,098		 1.190
Ask Size: 25,098		 VAT GROUP N 300.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C9D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 300.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.07
Implied volatility: 0.55
Historic volatility: 0.35
Parity: 1.07
Time value: 0.10
Break-even: 435.99
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.89
Theta: -0.14
Omega: 3.23
Rho: 0.67
 

Quote data

Open: 1.160
High: 1.160
Low: 1.160
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.42%
1 Month
  -18.31%
3 Months
  -45.79%
YTD
  -22.67%
1 Year  
+54.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.090
1M High / 1M Low: 1.550 1.080
6M High / 6M Low: 2.340 1.040
High (YTD): 7/16/2024 2.340
Low (YTD): 8/5/2024 1.040
52W High: 7/16/2024 2.340
52W Low: 9/26/2023 0.620
Avg. price 1W:   1.138
Avg. volume 1W:   0.000
Avg. price 1M:   1.330
Avg. volume 1M:   0.000
Avg. price 6M:   1.747
Avg. volume 6M:   0.000
Avg. price 1Y:   1.456
Avg. volume 1Y:   0.000
Volatility 1M:   80.05%
Volatility 6M:   91.78%
Volatility 1Y:   90.24%
Volatility 3Y:   -