BNP Paribas Call 380 VACN 19.09.2025
/ DE000PG85DQ1
BNP Paribas Call 380 VACN 19.09.2.../ DE000PG85DQ1 /
2024-10-18 11:21:07 AM |
Chg.+0.030 |
Bid12:12:33 PM |
Ask12:12:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+6.25% |
0.520 Bid Size: 33,473 |
0.530 Ask Size: 33,473 |
VAT GROUP N |
380.00 CHF |
2025-09-19 |
Call |
Master data
WKN: |
PG85DQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 CHF |
Maturity: |
2025-09-19 |
Issue date: |
2024-10-07 |
Last trading day: |
2025-09-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.37 |
Parity: |
-0.15 |
Time value: |
0.50 |
Break-even: |
455.12 |
Moneyness: |
0.96 |
Premium: |
0.17 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.56 |
Theta: |
-0.09 |
Omega: |
4.33 |
Rho: |
1.53 |
Quote data
Open: |
0.490 |
High: |
0.510 |
Low: |
0.490 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.44% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.480 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
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: |
|
- |