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

EUWAX
9/17/2024  9:45:42 AM Chg.+0.010 Bid1:48:35 PM Ask1:48:35 PM Underlying Strike price Expiration date Option type
0.720EUR +1.41% 0.740
Bid Size: 28,421		 0.760
Ask Size: 28,421		 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: 5.92
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.54
Implied volatility: 0.46
Historic volatility: 0.35
Parity: 0.54
Time value: 0.18
Break-even: 444.15
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.77
Theta: -0.18
Omega: 4.55
Rho: 0.66
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -26.53%
3 Months
  -58.38%
YTD
  -35.14%
1 Year  
+35.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.680
1M High / 1M Low: 1.080 0.660
6M High / 6M Low: 1.850 0.560
High (YTD): 7/9/2024 1.850
Low (YTD): 8/5/2024 0.560
52W High: 7/9/2024 1.850
52W Low: 9/28/2023 0.400
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.874
Avg. volume 1M:   0.000
Avg. price 6M:   1.300
Avg. volume 6M:   0.000
Avg. price 1Y:   1.065
Avg. volume 1Y:   0.000
Volatility 1M:   127.16%
Volatility 6M:   118.26%
Volatility 1Y:   112.59%
Volatility 3Y:   -