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BNP Paribas Put 400 VACN 20.12.20.../  DE000PN7C9J8  /

Frankfurt Zert./BNP
18/10/2024  11:21:23 Chg.-0.060 Bid12:01:41 Ask12:01:41 Underlying Strike price Expiration date Option type
0.420EUR -12.50% 0.420
Bid Size: 38,234		 0.430
Ask Size: 38,234		 VAT GROUP N 400.00 CHF 20/12/2024 Put
 

Master data

WKN: PN7C9J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Put
Strike price: 400.00 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: -8.29
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.37
Implied volatility: 0.39
Historic volatility: 0.37
Parity: 0.37
Time value: 0.10
Break-even: 379.44
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.67
Theta: -0.16
Omega: -5.55
Rho: -0.53
 

Quote data

Open: 0.450
High: 0.450
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+82.61%
1 Month  
+31.25%
3 Months  
+133.33%
YTD
  -22.22%
1 Year
  -60.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.200
1M High / 1M Low: 0.480 0.190
6M High / 6M Low: 0.480 0.110
High (YTD): 03/01/2024 0.700
Low (YTD): 16/07/2024 0.110
52W High: 20/10/2023 1.130
52W Low: 16/07/2024 0.110
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   0.408
Avg. volume 1Y:   0.000
Volatility 1M:   368.41%
Volatility 6M:   262.28%
Volatility 1Y:   197.45%
Volatility 3Y:   -