BNP Paribas Put 350 VACN 20.12.2024
/ DE000PN7C9H2
BNP Paribas Put 350 VACN 20.12.20.../ DE000PN7C9H2 /
18/10/2024 11:21:06 |
Chg.-0.030 |
Bid11:42:50 |
Ask11:42:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-16.67% |
0.140 Bid Size: 80,189 |
0.150 Ask Size: 80,189 |
VAT GROUP N |
350.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C9H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 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: |
-21.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.37 |
Parity: |
-0.17 |
Time value: |
0.18 |
Break-even: |
355.14 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
-0.36 |
Theta: |
-0.19 |
Omega: |
-7.70 |
Rho: |
-0.27 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+94.81% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+87.50% |
YTD |
|
|
-54.55% |
1 Year |
|
|
-78.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.063 |
1M High / 1M Low: |
0.180 |
0.063 |
6M High / 6M Low: |
0.250 |
0.048 |
High (YTD): |
03/01/2024 |
0.440 |
Low (YTD): |
16/07/2024 |
0.048 |
52W High: |
20/10/2023 |
0.760 |
52W Low: |
16/07/2024 |
0.048 |
Avg. price 1W: |
|
0.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.109 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.233 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
479.01% |
Volatility 6M: |
|
326.16% |
Volatility 1Y: |
|
242.70% |
Volatility 3Y: |
|
- |