BNP Paribas Call 320 VACN 20.12.2024
/ DE000PC25CH7
BNP Paribas Call 320 VACN 20.12.2.../ DE000PC25CH7 /
9/17/2024 9:46:25 AM |
Chg.+0.010 |
Bid12:09:09 PM |
Ask12:09:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+1.03% |
1.020 Bid Size: 25,668 |
1.040 Ask Size: 25,668 |
VAT GROUP N |
320.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PC25CH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
1/10/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.50 |
Historic volatility: |
0.35 |
Parity: |
0.86 |
Time value: |
0.12 |
Break-even: |
438.25 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.08% |
Delta: |
0.85 |
Theta: |
-0.16 |
Omega: |
3.70 |
Rho: |
0.68 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.38% |
1 Month |
|
|
-21.60% |
3 Months |
|
|
-51.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.930 |
1M High / 1M Low: |
1.360 |
0.910 |
6M High / 6M Low: |
2.140 |
0.790 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.566 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.04% |
Volatility 6M: |
|
101.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |