BNP Paribas Put 350 VACN 20.12.2024
/ DE000PN7C9H2
BNP Paribas Put 350 VACN 20.12.20.../ DE000PN7C9H2 /
14/08/2024 10:06:00 |
Chg.-0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
- 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: |
-25.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.35 |
Parity: |
-0.59 |
Time value: |
0.17 |
Break-even: |
351.15 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.23 |
Theta: |
-0.12 |
Omega: |
-5.74 |
Rho: |
-0.40 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
+134.38% |
3 Months |
|
|
+7.14% |
YTD |
|
|
-54.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.150 |
1M High / 1M Low: |
0.300 |
0.053 |
6M High / 6M Low: |
0.300 |
0.052 |
High (YTD): |
08/01/2024 |
0.450 |
Low (YTD): |
09/07/2024 |
0.052 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.142 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
512.34% |
Volatility 6M: |
|
240.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |