BNP Paribas Put 400 VACN 20.09.2024
/ DE000PZ1AAU7
BNP Paribas Put 400 VACN 20.09.20.../ DE000PZ1AAU7 /
| 15/07/2024 09:53:28 |
Chg.- |
Bid09:09:36 |
Ask09:09:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
- |
0.051
Bid Size: 100,000 |
0.061
Ask Size: 100,000 |
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: |
-76.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
-1.12 |
| Time value: |
0.07 |
| Break-even: |
403.76 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
-0.11 |
| Theta: |
-0.16 |
| Omega: |
-8.44 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
-26.03% |
| 3 Months |
|
|
-68.24% |
| YTD |
|
|
-88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.044 |
| 1M High / 1M Low: |
0.074 |
0.044 |
| 6M High / 6M Low: |
0.570 |
0.044 |
| High (YTD): |
08/01/2024 |
0.630 |
| Low (YTD): |
09/07/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.05% |
| Volatility 6M: |
|
150.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
