BNP Paribas Put 500 VACN 20.12.2024
/ DE000PC23AF0
BNP Paribas Put 500 VACN 20.12.20.../ DE000PC23AF0 /
| 18/10/2024 12:21:05 |
Chg.-0.080 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-5.56% |
1.360
Bid Size: 25,704 |
1.380
Ask Size: 25,704 |
VAT GROUP N |
500.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC23AF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
1.43 |
| Time value: |
0.01 |
| Break-even: |
389.05 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.41% |
| Delta: |
-0.90 |
| Theta: |
-0.08 |
| Omega: |
-2.44 |
| Rho: |
-0.85 |
Quote data
| Open: |
1.400 |
| High: |
1.400 |
| Low: |
1.360 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.37% |
| 1 Month |
|
|
+24.77% |
| 3 Months |
|
|
+109.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
0.910 |
| 1M High / 1M Low: |
1.440 |
0.810 |
| 6M High / 6M Low: |
1.440 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.40% |
| Volatility 6M: |
|
163.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
