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BNP Paribas Call 350 VACN 20.12.2.../  DE000PN7C9E9  /

EUWAX
18/10/2024  09:50:13 Chg.+0.040 Bid13:00:31 Ask13:00:31 Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.400
Bid Size: 36,659		 0.410
Ask Size: 36,659		 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: 10.26
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.17
Implied volatility: 0.44
Historic volatility: 0.37
Parity: 0.17
Time value: 0.21
Break-even: 411.14
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.64
Theta: -0.23
Omega: 6.57
Rho: 0.37
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.95%
1 Month
  -45.71%
3 Months
  -70.31%
YTD
  -65.77%
1 Year
  -24.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.340
1M High / 1M Low: 1.000 0.340
6M High / 6M Low: 1.850 0.340
High (YTD): 09/07/2024 1.850
Low (YTD): 17/10/2024 0.340
52W High: 09/07/2024 1.850
52W Low: 17/10/2024 0.340
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   1.179
Avg. volume 6M:   0.000
Avg. price 1Y:   1.088
Avg. volume 1Y:   0.000
Volatility 1M:   229.48%
Volatility 6M:   145.46%
Volatility 1Y:   124.40%
Volatility 3Y:   -