BNP Paribas Call 400 VACN 20.09.2024
/ DE000PZ1AAT9
BNP Paribas Call 400 VACN 20.09.2.../ DE000PZ1AAT9 /
| 7/16/2024 9:21:22 AM |
Chg.+0.010 |
Bid9:41:54 AM |
Ask9:41:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+0.79% |
1.280
Bid Size: 20,304 |
1.300
Ask Size: 20,304 |
VAT GROUP N |
400.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
1.12 |
| Time value: |
0.14 |
| Break-even: |
536.56 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.86 |
| Theta: |
-0.26 |
| Omega: |
3.57 |
| Rho: |
0.59 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.270 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.41% |
| 3 Months |
|
|
+27.00% |
| YTD |
|
|
+84.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.210 |
| 1M High / 1M Low: |
1.300 |
1.120 |
| 6M High / 6M Low: |
1.300 |
0.440 |
| High (YTD): |
7/8/2024 |
1.300 |
| Low (YTD): |
1/17/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.56% |
| Volatility 6M: |
|
124.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
