BNP Paribas Call 350 VACN 20.09.2024
/ DE000PN8TUZ3
BNP Paribas Call 350 VACN 20.09.2.../ DE000PN8TUZ3 /
| 14/08/2024 10:14:06 |
Chg.+0.030 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
350.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TUZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.35 |
| Parity: |
0.59 |
| Time value: |
0.11 |
| Break-even: |
438.15 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.81 |
| Theta: |
-0.34 |
| Omega: |
4.91 |
| Rho: |
0.28 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.680 |
| Turnover: |
4,260 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-57.23% |
| 3 Months |
|
|
-39.32% |
| YTD |
|
|
-31.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.600 |
| 1M High / 1M Low: |
1.750 |
0.430 |
| 6M High / 6M Low: |
1.800 |
0.430 |
| High (YTD): |
09/07/2024 |
1.800 |
| Low (YTD): |
05/08/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
285.714 |
| Avg. price 6M: |
|
1.299 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.85% |
| Volatility 6M: |
|
140.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
