BNP Paribas Call 350 VACN 20.12.2024
/ DE000PN7C9E9
BNP Paribas Call 350 VACN 20.12.2.../ DE000PN7C9E9 /
8/14/2024 4:21:24 PM |
Chg.+0.020 |
Bid5:18:24 PM |
Ask5:18:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
+2.50% |
- Bid Size: - |
- Ask Size: - |
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: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.45 |
Historic volatility: |
0.35 |
Parity: |
0.59 |
Time value: |
0.22 |
Break-even: |
449.15 |
Moneyness: |
1.16 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.77 |
Theta: |
-0.16 |
Omega: |
4.05 |
Rho: |
0.86 |
Quote data
Open: |
0.830 |
High: |
0.850 |
Low: |
0.820 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.50% |
1 Month |
|
|
-52.87% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-25.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.770 |
1M High / 1M Low: |
1.860 |
0.640 |
6M High / 6M Low: |
1.860 |
0.640 |
High (YTD): |
7/16/2024 |
1.860 |
Low (YTD): |
8/2/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.365 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.72% |
Volatility 6M: |
|
114.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |