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

Frankfurt Zert./BNP
18/10/2024  11:21:23 Chg.-0.080 Bid12:07:03 Ask12:07:03 Underlying Strike price Expiration date Option type
0.850EUR -8.60% 0.850
Bid Size: 27,886		 0.870
Ask Size: 27,886		 VAT GROUP N 450.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -4.24
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.42
Historic volatility: 0.37
Parity: 0.90
Time value: 0.02
Break-even: 387.75
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.22%
Delta: -0.86
Theta: -0.09
Omega: -3.63
Rho: -0.73
 

Quote data

Open: 0.890
High: 0.890
Low: 0.850
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+57.41%
1 Month  
+32.81%
3 Months  
+129.73%
YTD  
+3.66%
1 Year
  -42.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.490
1M High / 1M Low: 0.930 0.430
6M High / 6M Low: 0.930 0.220
High (YTD): 03/01/2024 1.040
Low (YTD): 16/07/2024 0.220
52W High: 20/10/2023 1.550
52W Low: 16/07/2024 0.220
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   0.665
Avg. volume 1Y:   0.000
Volatility 1M:   253.54%
Volatility 6M:   205.41%
Volatility 1Y:   158.41%
Volatility 3Y:   -