BNP Paribas Call 400 VACN 20.09.2024
/ DE000PZ1AAT9
BNP Paribas Call 400 VACN 20.09.2.../ DE000PZ1AAT9 /
16/07/2024 11:21:29 |
Chg.+0.020 |
Bid11:47:17 |
Ask11:47:17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
+1.59% |
1.270 Bid Size: 20,279 |
1.290 Ask Size: 20,279 |
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: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.62 |
Historic volatility: |
0.32 |
Parity: |
1.15 |
Time value: |
0.14 |
Break-even: |
539.41 |
Moneyness: |
1.28 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.57% |
Delta: |
0.86 |
Theta: |
-0.26 |
Omega: |
3.52 |
Rho: |
0.59 |
Quote data
Open: |
1.270 |
High: |
1.280 |
Low: |
1.270 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.79% |
1 Month |
|
|
+15.32% |
3 Months |
|
|
+28.00% |
YTD |
|
|
+85.51% |
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): |
08/07/2024 |
1.300 |
Low (YTD): |
17/01/2024 |
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: |
|
- |