BNP Paribas Call 320 VACN 20.12.2024
/ DE000PC25CH7
BNP Paribas Call 320 VACN 20.12.2.../ DE000PC25CH7 /
| 10/18/2024 10:21:15 AM |
Chg.+0.050 |
Bid11:00:41 AM |
Ask11:00:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+8.62% |
0.650
Bid Size: 29,630 |
0.670
Ask Size: 29,630 |
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: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
0.49 |
| Time value: |
0.13 |
| Break-even: |
403.15 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.78 |
| Theta: |
-0.21 |
| Omega: |
4.90 |
| Rho: |
0.42 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.62% |
| 1 Month |
|
|
-33.68% |
| 3 Months |
|
|
-59.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.580 |
| 1M High / 1M Low: |
1.250 |
0.580 |
| 6M High / 6M Low: |
2.150 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.88% |
| Volatility 6M: |
|
122.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
