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

EUWAX
10/18/2024  9:50:13 AM Chg.-0.040 Bid11:46:35 AM Ask11:46:35 AM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.150
Bid Size: 80,189		 0.160
Ask Size: 80,189		 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: -21.66
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.37
Parity: -0.17
Time value: 0.18
Break-even: 355.14
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.36
Theta: -0.19
Omega: -7.70
Rho: -0.27
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+23.08%
3 Months  
+86.05%
YTD
  -51.52%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.059
1M High / 1M Low: 0.200 0.059
6M High / 6M Low: 0.300 0.052
High (YTD): 1/8/2024 0.450
Low (YTD): 7/9/2024 0.052
52W High: 10/23/2023 0.750
52W Low: 7/9/2024 0.052
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   588.95%
Volatility 6M:   353.18%
Volatility 1Y:   259.45%
Volatility 3Y:   -