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BNP Paribas Put 450 VACN 20.12.20.../  DE000PN7C9K6  /

Frankfurt Zert./BNP
9/17/2024  10:21:24 AM Chg.-0.020 Bid10:40:15 AM Ask10:40:15 AM Underlying Strike price Expiration date Option type
0.620EUR -3.13% 0.610
Bid Size: 32,786		 0.620
Ask Size: 32,786		 VAT GROUP N 450.00 CHF 12/20/2024 Put
 

Master data

WKN: PN7C9K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Put
Strike price: 450.00 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: -6.55
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.53
Implied volatility: 0.39
Historic volatility: 0.35
Parity: 0.53
Time value: 0.12
Break-even: 413.48
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.56%
Delta: -0.67
Theta: -0.13
Omega: -4.39
Rho: -0.90
 

Quote data

Open: 0.630
High: 0.630
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month  
+29.17%
3 Months  
+100.00%
YTD
  -24.39%
1 Year
  -56.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.600
1M High / 1M Low: 0.720 0.420
6M High / 6M Low: 0.840 0.220
High (YTD): 1/3/2024 1.040
Low (YTD): 7/16/2024 0.220
52W High: 10/20/2023 1.550
52W Low: 7/16/2024 0.220
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.743
Avg. volume 1Y:   0.000
Volatility 1M:   139.76%
Volatility 6M:   185.04%
Volatility 1Y:   142.44%
Volatility 3Y:   -