BNP Paribas Call 400 VACN 20.09.2024
/ DE000PZ1AAT9
BNP Paribas Call 400 VACN 20.09.2.../ DE000PZ1AAT9 /
| 14/08/2024 16:21:24 |
Chg.+0.020 |
Bid17:04:45 |
Ask17:04:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.06 |
| Time value: |
0.23 |
| Break-even: |
449.74 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.58 |
| Theta: |
-0.36 |
| Omega: |
8.49 |
| Rho: |
0.22 |
Quote data
| Open: |
0.300 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-75.21% |
| 3 Months |
|
|
-59.46% |
| YTD |
|
|
-56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
1.330 |
0.200 |
| 6M High / 6M Low: |
1.330 |
0.200 |
| High (YTD): |
16/07/2024 |
1.330 |
| Low (YTD): |
02/08/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.52% |
| Volatility 6M: |
|
181.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
