BNP Paribas Call 320 VACN 20.12.2024
/ DE000PC25CH7
BNP Paribas Call 320 VACN 20.12.2.../ DE000PC25CH7 /
| 7/16/2024 10:23:04 AM |
Chg.+0.02 |
Bid2:17:49 PM |
Ask2:17:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+0.96% |
2.14
Bid Size: 19,264 |
2.16
Ask Size: 19,264 |
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: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
1.97 |
| Time value: |
0.12 |
| Break-even: |
537.33 |
| Moneyness: |
1.60 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
2.35 |
| Rho: |
1.21 |
Quote data
| Open: |
2.09 |
| High: |
2.10 |
| Low: |
2.09 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.87% |
| 1 Month |
|
|
+6.60% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
2.00 |
| 1M High / 1M Low: |
2.14 |
1.88 |
| 6M High / 6M Low: |
2.14 |
1.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.76% |
| Volatility 6M: |
|
71.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
