BNP Paribas Call 300 VACN 20.12.2024
/ DE000PN7C9D1
BNP Paribas Call 300 VACN 20.12.2.../ DE000PN7C9D1 /
| 7/15/2024 10:14:00 AM |
Chg.- |
Bid9:29:22 AM |
Ask9:29:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
- |
2.28
Bid Size: 19,308 |
2.30
Ask Size: 19,308 |
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: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
2.15 |
| Time value: |
0.11 |
| Break-even: |
533.92 |
| Moneyness: |
1.70 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.94 |
| Theta: |
-0.10 |
| Omega: |
2.18 |
| Rho: |
1.15 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.58% |
| 1 Month |
|
|
+5.58% |
| 3 Months |
|
|
+17.62% |
| YTD |
|
|
+51.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
2.19 |
| 1M High / 1M Low: |
2.33 |
2.08 |
| 6M High / 6M Low: |
2.33 |
1.16 |
| High (YTD): |
7/9/2024 |
2.33 |
| Low (YTD): |
1/8/2024 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.19% |
| Volatility 6M: |
|
67.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
