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

EUWAX
12/11/2024  09:43:32 Chg.+0.070 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.980EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 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: -4.12
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.92
Implied volatility: 0.50
Historic volatility: 0.36
Parity: 0.92
Time value: 0.02
Break-even: 385.50
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.17%
Delta: -0.89
Theta: -0.12
Omega: -3.65
Rho: -0.46
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month  
+75.00%
3 Months  
+55.56%
YTD  
+20.99%
1 Year
  -20.97%
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): 08/01/2024 1.050
Low (YTD): 09/07/2024 0.220
52W High: 13/11/2023 1.190
52W Low: 09/07/2024 0.220
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   0.517
Avg. volume 6M:   0.000
Avg. price 1Y:   0.628
Avg. volume 1Y:   0.000
Volatility 1M:   265.47%
Volatility 6M:   212.23%
Volatility 1Y:   162.22%
Volatility 3Y:   -