BNP Paribas Call 400 VACN 20.09.2024
/ DE000PZ1AAT9
BNP Paribas Call 400 VACN 20.09.2.../ DE000PZ1AAT9 /
| 17/09/2024 13:21:32 |
Chg.+0.030 |
Bid13:26:25 |
Ask13:26:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+33.33% |
0.110
Bid Size: 20,764 |
0.130
Ask Size: 20,764 |
VAT GROUP N |
400.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PZ1AAT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.35 |
| Parity: |
0.01 |
| Time value: |
0.10 |
| Break-even: |
436.32 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
17.92 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.52 |
| Theta: |
-1.79 |
| Omega: |
20.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.120 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-70.73% |
| 3 Months |
|
|
-89.38% |
| YTD |
|
|
-82.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.490 |
0.080 |
| 6M High / 6M Low: |
1.330 |
0.080 |
| High (YTD): |
16/07/2024 |
1.330 |
| Low (YTD): |
11/09/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.779 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.60% |
| Volatility 6M: |
|
218.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
