BNP Paribas Call 350 VACN 20.12.2024
/ DE000PN7C9E9
BNP Paribas Call 350 VACN 20.12.2.../ DE000PN7C9E9 /
16/07/2024 10:20:09 |
Chg.+0.01 |
Bid11:22:35 |
Ask11:22:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
+0.56% |
1.81 Bid Size: 19,901 |
1.83 Ask Size: 19,901 |
VAT GROUP N |
350.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.52 |
Historic volatility: |
0.32 |
Parity: |
1.67 |
Time value: |
0.14 |
Break-even: |
540.11 |
Moneyness: |
1.46 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.12% |
Delta: |
0.91 |
Theta: |
-0.12 |
Omega: |
2.64 |
Rho: |
1.28 |
Quote data
Open: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+20.81% |
YTD |
|
|
+62.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.85 |
1.71 |
1M High / 1M Low: |
1.85 |
1.60 |
6M High / 6M Low: |
1.85 |
0.80 |
High (YTD): |
09/07/2024 |
1.85 |
Low (YTD): |
16/01/2024 |
0.80 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.84% |
Volatility 6M: |
|
83.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |