BNP Paribas Call 300 VACN 20.12.2024
/ DE000PN7C9D1
BNP Paribas Call 300 VACN 20.12.2.../ DE000PN7C9D1 /
| 14/08/2024 10:06:00 |
Chg.+0.04 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
300.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.35 |
| Parity: |
1.11 |
| Time value: |
0.14 |
| Break-even: |
440.56 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.87 |
| Theta: |
-0.13 |
| Omega: |
2.98 |
| Rho: |
0.87 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.15 |
| 1M High / 1M Low: |
2.28 |
0.93 |
| 6M High / 6M Low: |
2.33 |
0.93 |
| High (YTD): |
09/07/2024 |
2.33 |
| Low (YTD): |
05/08/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.65% |
| Volatility 6M: |
|
91.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
