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

EUWAX
9/17/2024  9:45:41 AM Chg.-0.010 Bid11:30:31 AM Ask11:30:31 AM Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.290
Bid Size: 54,768		 0.300
Ask Size: 54,768		 VAT GROUP N 400.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -12.91
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -0.01
Time value: 0.33
Break-even: 392.32
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 3.13%
Delta: -0.44
Theta: -0.17
Omega: -5.67
Rho: -0.57
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+30.43%
3 Months  
+87.50%
YTD
  -43.40%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: 0.570 0.110
High (YTD): 1/8/2024 0.710
Low (YTD): 7/9/2024 0.110
52W High: 9/28/2023 1.130
52W Low: 7/9/2024 0.110
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.477
Avg. volume 1Y:   0.000
Volatility 1M:   261.39%
Volatility 6M:   222.08%
Volatility 1Y:   167.67%
Volatility 3Y:   -