BNP Paribas Call 420 VACN 20.09.2024
/ DE000PZ1EZR2
BNP Paribas Call 420 VACN 20.09.2.../ DE000PZ1EZR2 /
8/16/2024 4:21:08 PM |
Chg.0.000 |
Bid5:03:02 PM |
Ask5:03:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
420.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.43 |
Historic volatility: |
0.35 |
Parity: |
0.09 |
Time value: |
0.20 |
Break-even: |
467.71 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
0.60 |
Theta: |
-0.35 |
Omega: |
9.22 |
Rho: |
0.23 |
Quote data
Open: |
0.280 |
High: |
0.290 |
Low: |
0.250 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+44.44% |
1 Month |
|
|
-77.59% |
3 Months |
|
|
-64.86% |
YTD |
|
|
-54.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.160 |
1M High / 1M Low: |
1.160 |
0.120 |
6M High / 6M Low: |
1.160 |
0.120 |
High (YTD): |
7/16/2024 |
1.160 |
Low (YTD): |
8/2/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.345 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.716 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
422.23% |
Volatility 6M: |
|
214.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |