BNP Paribas Call 380 VACN 20.09.2024
/ DE000PN8TUY6
BNP Paribas Call 380 VACN 20.09.2.../ DE000PN8TUY6 /
| 17/09/2024 09:45:37 |
Chg.+0.010 |
Bid10:48:26 |
Ask10:48:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 25,429 |
0.310
Ask Size: 25,429 |
VAT GROUP N |
380.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TUY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.35 |
| Parity: |
0.22 |
| Time value: |
0.07 |
| Break-even: |
433.05 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
6.58 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
0.73 |
| Theta: |
-2.25 |
| Omega: |
10.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-55.74% |
| 3 Months |
|
|
-80.43% |
| YTD |
|
|
-67.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.250 |
| 1M High / 1M Low: |
0.670 |
0.240 |
| 6M High / 6M Low: |
1.510 |
0.240 |
| High (YTD): |
09/07/2024 |
1.510 |
| Low (YTD): |
09/09/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.00% |
| Volatility 6M: |
|
179.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
