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

Frankfurt Zert./BNP
9/27/2024  11:21:10 AM Chg.-0.005 Bid11:27:57 AM Ask11:27:57 AM Underlying Strike price Expiration date Option type
0.070EUR -6.67% 0.071
Bid Size: 99,461		 0.081
Ask Size: 99,461		 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: -54.52
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.36
Parity: -0.82
Time value: 0.08
Break-even: 361.78
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 1.21
Spread abs.: 0.01
Spread %: 13.70%
Delta: -0.15
Theta: -0.13
Omega: -7.94
Rho: -0.17
 

Quote data

Open: 0.072
High: 0.073
Low: 0.070
Previous Close: 0.075
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -30.00%
3 Months  
+7.69%
YTD
  -78.79%
1 Year
  -90.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.075
1M High / 1M Low: 0.160 0.075
6M High / 6M Low: 0.250 0.048
High (YTD): 1/3/2024 0.440
Low (YTD): 7/16/2024 0.048
52W High: 10/20/2023 0.760
52W Low: 7/16/2024 0.048
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   294.74%
Volatility 6M:   283.82%
Volatility 1Y:   213.58%
Volatility 3Y:   -