BNP Paribas Put 450 VACN 20.09.2024
/ DE000PC1MC59
BNP Paribas Put 450 VACN 20.09.20.../ DE000PC1MC59 /
| 9/17/2024 1:21:33 PM |
Chg.-0.050 |
Bid1:22:46 PM |
Ask1:22:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-10.20% |
0.440
Bid Size: 23,179 |
0.480
Ask Size: 23,179 |
VAT GROUP N |
450.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PC1MC5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.35 |
| Parity: |
0.53 |
| Time value: |
0.01 |
| Break-even: |
424.48 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
-0.91 |
| Theta: |
-0.98 |
| Omega: |
-7.14 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.430 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
+41.94% |
| 3 Months |
|
|
+144.44% |
| YTD |
|
|
-40.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.630 |
0.190 |
| 6M High / 6M Low: |
0.730 |
0.110 |
| High (YTD): |
1/3/2024 |
0.970 |
| Low (YTD): |
7/16/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.42% |
| Volatility 6M: |
|
312.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
