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: |
|
- |
