BNP Paribas Call 350 VACN 19.09.2025
/ DE000PG6BL81
BNP Paribas Call 350 VACN 19.09.2.../ DE000PG6BL81 /
| 14/08/2024 10:01:06 |
Chg.+0.02 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.35 |
| Parity: |
0.59 |
| Time value: |
0.43 |
| Break-even: |
470.15 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
3.15 |
| Rho: |
2.41 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
