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BNP Paribas Put 350 VACN 20.12.20.../  DE000PN7C9H2  /

Frankfurt Zert./BNP
9/17/2024  9:21:02 AM Chg.0.000 Bid10:03:29 AM Ask10:03:29 AM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 74,787		 0.130
Ask Size: 74,787		 VAT GROUP N 350.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -30.42
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.54
Time value: 0.14
Break-even: 358.15
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.23
Theta: -0.14
Omega: -6.87
Rho: -0.28
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month  
+30.00%
3 Months  
+51.16%
YTD
  -60.61%
1 Year
  -81.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.160 0.080
6M High / 6M Low: 0.250 0.048
High (YTD): 1/3/2024 0.440
Low (YTD): 7/16/2024 0.048
52W High: 9/26/2023 0.770
52W Low: 7/16/2024 0.048
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.287
Avg. volume 1Y:   0.000
Volatility 1M:   201.75%
Volatility 6M:   270.63%
Volatility 1Y:   203.53%
Volatility 3Y:   -