BNP Paribas Call 350 VACN 19.12.2025
/ DE000PC39CM8
BNP Paribas Call 350 VACN 19.12.2.../ DE000PC39CM8 /
| 2024-09-17 9:45:29 AM |
Chg.+0.01 |
Bid12:00:55 PM |
Ask12:00:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
+0.98% |
1.05
Bid Size: 30,652 |
1.06
Ask Size: 30,652 |
VAT GROUP N |
350.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39CM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.35 |
| Parity: |
0.54 |
| Time value: |
0.48 |
| Break-even: |
474.15 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
3.09 |
| Rho: |
2.68 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
-17.60% |
| 3 Months |
|
|
-46.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.98 |
| 1M High / 1M Low: |
1.35 |
0.97 |
| 6M High / 6M Low: |
2.04 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.85% |
| Volatility 6M: |
|
90.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
