BNP Paribas Put 300 VACN 20.12.2024
/ DE000PN7C9G4
BNP Paribas Put 300 VACN 20.12.20.../ DE000PN7C9G4 /
18/10/2024 11:21:06 |
Chg.-0.010 |
Bid12:01:42 |
Ask12:01:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-20.00% |
0.039 Bid Size: 100,000 |
0.051 Ask Size: 100,000 |
VAT GROUP N |
300.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C9G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-70.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.37 |
Parity: |
-0.70 |
Time value: |
0.06 |
Break-even: |
314.33 |
Moneyness: |
0.82 |
Premium: |
0.19 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.01 |
Spread %: |
22.22% |
Delta: |
-0.13 |
Theta: |
-0.12 |
Omega: |
-9.22 |
Rho: |
-0.10 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.040 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+81.82% |
1 Month |
|
|
-13.04% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-78.95% |
1 Year |
|
|
-90.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.018 |
1M High / 1M Low: |
0.050 |
0.018 |
6M High / 6M Low: |
0.110 |
0.018 |
High (YTD): |
03/01/2024 |
0.260 |
Low (YTD): |
14/10/2024 |
0.018 |
52W High: |
20/10/2023 |
0.470 |
52W Low: |
14/10/2024 |
0.018 |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.045 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.125 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
565.61% |
Volatility 6M: |
|
356.09% |
Volatility 1Y: |
|
265.34% |
Volatility 3Y: |
|
- |