BNP Paribas Put 400 VACN 21.03.2025
/ DE000PC707Z7
BNP Paribas Put 400 VACN 21.03.20.../ DE000PC707Z7 /
| 18/10/2024 11:21:23 |
Chg.-0.060 |
Bid11:27:58 |
Ask11:27:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-10.00% |
0.540
Bid Size: 43,443 |
0.550
Ask Size: 43,443 |
VAT GROUP N |
400.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC707Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.22 |
| Break-even: |
367.44 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.57 |
| Theta: |
-0.10 |
| Omega: |
-3.74 |
| Rho: |
-1.18 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.95% |
| 1 Month |
|
|
+25.58% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.340 |
| 1M High / 1M Low: |
0.600 |
0.310 |
| 6M High / 6M Low: |
0.600 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.30% |
| Volatility 6M: |
|
184.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
