OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
16/08/2024  16:21:06 Chg.-0.010 Bid16/08/2024 Ask16/08/2024 Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
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: -40.70
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -0.82
Time value: 0.11
Break-even: 354.59
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.16
Theta: -0.10
Omega: -6.66
Rho: -0.29
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month  
+108.33%
3 Months
  -9.09%
YTD
  -69.70%
1 Year
  -84.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.250 0.048
6M High / 6M Low: 0.270 0.048
High (YTD): 03/01/2024 0.440
Low (YTD): 16/07/2024 0.048
52W High: 26/09/2023 0.770
52W Low: 16/07/2024 0.048
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.333
Avg. volume 1Y:   0.000
Volatility 1M:   562.25%
Volatility 6M:   264.66%
Volatility 1Y:   196.10%
Volatility 3Y:   -