BNP Paribas Call 350 VACN 21.03.2025
/ DE000PG8N8E1
BNP Paribas Call 350 VACN 21.03.2.../ DE000PG8N8E1 /
| 2024-10-18 9:51:34 AM |
Chg.+0.050 |
Bid11:52:51 AM |
Ask11:52:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+10.87% |
0.530
Bid Size: 38,057 |
0.540
Ask Size: 38,057 |
VAT GROUP N |
350.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PG8N8E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.37 |
| Parity: |
0.17 |
| Time value: |
0.34 |
| Break-even: |
424.14 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.64 |
| Theta: |
-0.14 |
| Omega: |
4.87 |
| Rho: |
0.83 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.460 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
