BNP Paribas Call 350 VACN 20.12.2024
/ DE000PN7C9E9
BNP Paribas Call 350 VACN 20.12.2.../ DE000PN7C9E9 /
| 2024-06-07 10:13:42 AM |
Chg.-0.10 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-6.10% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
350.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C9E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
1.41 |
| Time value: |
0.18 |
| Break-even: |
520.41 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.89 |
| Theta: |
-0.11 |
| Omega: |
2.80 |
| Rho: |
1.54 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
+38.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.44 |
| 1M High / 1M Low: |
1.64 |
1.21 |
| 6M High / 6M Low: |
1.64 |
0.80 |
| High (YTD): |
2024-06-06 |
1.64 |
| Low (YTD): |
2024-01-16 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.96% |
| Volatility 6M: |
|
89.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
