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: |
|
- |
