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

EUWAX
11/8/2024  10:22:03 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.960EUR -1.03% -
Bid Size: -		 -
Ask Size: -		 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: -4.00
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.96
Implied volatility: 0.45
Historic volatility: 0.33
Parity: 0.96
Time value: 0.00
Break-even: 383.48
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 2.13%
Delta: -0.92
Theta: -0.07
Omega: -3.66
Rho: -0.50
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+84.62%
3 Months  
+47.69%
YTD  
+18.52%
1 Year
  -22.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.900
1M High / 1M Low: 1.000 0.480
6M High / 6M Low: 1.000 0.220
High (YTD): 1/8/2024 1.050
Low (YTD): 7/9/2024 0.220
52W High: 11/10/2023 1.240
52W Low: 7/9/2024 0.220
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   0.000
Avg. price 1Y:   0.629
Avg. volume 1Y:   0.000
Volatility 1M:   259.17%
Volatility 6M:   212.03%
Volatility 1Y:   162.19%
Volatility 3Y:   -