BNP Paribas Call 350 VACN 20.12.2024
/ DE000PN7C9E9
BNP Paribas Call 350 VACN 20.12.2.../ DE000PN7C9E9 /
| 7/16/2024 9:21:23 AM |
Chg.+0.020 |
Bid9:46:08 AM |
Ask9:46:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
+1.12% |
1.810
Bid Size: 19,904 |
1.830
Ask Size: 19,904 |
VAT GROUP N |
350.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PN7C9E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
1.64 |
| Time value: |
0.14 |
| Break-even: |
537.24 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
2.66 |
| Rho: |
1.28 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.800 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+20.81% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.740 |
| 1M High / 1M Low: |
1.820 |
1.660 |
| 6M High / 6M Low: |
1.820 |
0.810 |
| High (YTD): |
7/8/2024 |
1.820 |
| Low (YTD): |
1/17/2024 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.41% |
| Volatility 6M: |
|
86.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
