BNP Paribas Call 350 VACN 20.06.2025
/ DE000PC1MC18
BNP Paribas Call 350 VACN 20.06.2.../ DE000PC1MC18 /
05/09/2024 09:20:14 |
Chg.+0.010 |
Bid14:32:26 |
Ask14:32:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+1.06% |
0.830 Bid Size: 33,059 |
0.840 Ask Size: 33,059 |
VAT GROUP N |
350.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
PC1MC1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.39 |
Historic volatility: |
0.35 |
Parity: |
0.62 |
Time value: |
0.36 |
Break-even: |
471.07 |
Moneyness: |
1.17 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.76 |
Theta: |
-0.10 |
Omega: |
3.37 |
Rho: |
1.83 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
+37.68% |
3 Months |
|
|
-39.10% |
YTD |
|
|
-23.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
0.940 |
1M High / 1M Low: |
1.210 |
0.690 |
6M High / 6M Low: |
1.950 |
0.690 |
High (YTD): |
09/07/2024 |
1.950 |
Low (YTD): |
05/08/2024 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.00% |
Volatility 6M: |
|
109.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |