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

Frankfurt Zert./BNP
17/07/2024  16:21:09 Chg.+0.015 Bid17:17:17 Ask17:17:17 Underlying Strike price Expiration date Option type
0.063EUR +31.25% -
Bid Size: -
-
Ask Size: -
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: -97.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: -1.79
Time value: 0.06
Break-even: 354.10
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 22.22%
Delta: -0.07
Theta: -0.06
Omega: -6.48
Rho: -0.18
 

Quote data

Open: 0.052
High: 0.063
Low: 0.052
Previous Close: 0.048
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month
  -26.74%
3 Months
  -60.63%
YTD
  -80.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.048
1M High / 1M Low: 0.086 0.048
6M High / 6M Low: 0.400 0.048
High (YTD): 03/01/2024 0.440
Low (YTD): 16/07/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.52%
Volatility 6M:   128.03%
Volatility 1Y:   -
Volatility 3Y:   -