BNP Paribas Call 420 VACN 20.09.2024
/ DE000PZ1EZR2
BNP Paribas Call 420 VACN 20.09.2.../ DE000PZ1EZR2 /
| 2024-06-28 4:21:08 PM |
Chg.+0.020 |
Bid5:18:43 PM |
Ask5:18:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
420.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1EZR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.89 |
| Time value: |
0.14 |
| Break-even: |
539.29 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.84 |
| Theta: |
-0.20 |
| Omega: |
4.30 |
| Rho: |
0.77 |
Quote data
| Open: |
1.010 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+25.30% |
| 3 Months |
|
|
+42.47% |
| YTD |
|
|
+82.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.930 |
| 1M High / 1M Low: |
1.060 |
0.740 |
| 6M High / 6M Low: |
1.060 |
0.350 |
| High (YTD): |
2024-06-12 |
1.060 |
| Low (YTD): |
2024-01-17 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.64% |
| Volatility 6M: |
|
139.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
