BNP Paribas Put 400 VACN 20.09.2024
/ DE000PZ1AAU7
BNP Paribas Put 400 VACN 20.09.20.../ DE000PZ1AAU7 /
17/09/2024 09:27:23 |
Chg.-0.013 |
Bid12:57:27 |
Ask12:57:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-20.63% |
0.034 Bid Size: 20,752 |
0.054 Ask Size: 20,752 |
VAT GROUP N |
400.00 CHF |
20/09/2024 |
Put |
Master data
WKN: |
PZ1AAU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 CHF |
Maturity: |
20/09/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-52.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.35 |
Parity: |
-0.01 |
Time value: |
0.08 |
Break-even: |
417.22 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
10.65 |
Spread abs.: |
0.02 |
Spread %: |
32.79% |
Delta: |
-0.48 |
Theta: |
-1.39 |
Omega: |
-25.08 |
Rho: |
-0.02 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.54% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-32.43% |
YTD |
|
|
-88.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.056 |
1M High / 1M Low: |
0.160 |
0.017 |
6M High / 6M Low: |
0.420 |
0.017 |
High (YTD): |
08/01/2024 |
0.630 |
Low (YTD): |
03/09/2024 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,001.88% |
Volatility 6M: |
|
844.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |