BNP Paribas Call 350 VACN 19.09.2025
/ DE000PG6BL81
BNP Paribas Call 350 VACN 19.09.2.../ DE000PG6BL81 /
18/10/2024 09:49:37 |
Chg.+0.040 |
Bid11:13:07 |
Ask11:13:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+6.56% |
0.670 Bid Size: 35,582 |
0.680 Ask Size: 35,582 |
VAT GROUP N |
350.00 CHF |
19/09/2025 |
Call |
Master data
WKN: |
PG6BL8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 CHF |
Maturity: |
19/09/2025 |
Issue date: |
13/08/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.35 |
Historic volatility: |
0.37 |
Parity: |
0.17 |
Time value: |
0.48 |
Break-even: |
438.14 |
Moneyness: |
1.04 |
Premium: |
0.12 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.65 |
Theta: |
-0.09 |
Omega: |
3.90 |
Rho: |
1.73 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.67% |
1 Month |
|
|
-31.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.610 |
1M High / 1M Low: |
1.210 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.870 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.997 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |