BNP Paribas Put 500 VACN 20.12.2024
/ DE000PC23AF0
BNP Paribas Put 500 VACN 20.12.20.../ DE000PC23AF0 /
10/18/2024 9:52:49 AM |
Chg.-0.02 |
Bid11:46:22 AM |
Ask11:46:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
-1.43% |
1.35 Bid Size: 25,654 |
1.37 Ask Size: 25,654 |
VAT GROUP N |
500.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
12/19/2024 |
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: |
|
- |