BNP Paribas Put 500 VACN 20.12.2024
/ DE000PC23AF0
BNP Paribas Put 500 VACN 20.12.20.../ DE000PC23AF0 /
| 18/10/2024 09:52:49 |
Chg.-0.02 |
Bid12:01:01 |
Ask12:01:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-1.43% |
1.35
Bid Size: 25,708 |
1.37
Ask Size: 25,708 |
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: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.63% |
| 1 Month |
|
|
+30.19% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
0.91 |
| 1M High / 1M Low: |
1.40 |
0.76 |
| 6M High / 6M Low: |
1.40 |
0.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
12.70 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.95% |
| Volatility 6M: |
|
163.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
