BNP Paribas Call 380 VACN 20.12.2024
/ DE000PC23AC7
BNP Paribas Call 380 VACN 20.12.2.../ DE000PC23AC7 /
| 7/16/2024 10:27:22 AM |
Chg.+0.02 |
Bid10:32:54 AM |
Ask10:32:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+1.32% |
1.53
Bid Size: 20,652 |
1.55
Ask Size: 20,652 |
VAT GROUP N |
380.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC23AC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
1.36 |
| Time value: |
0.18 |
| Break-even: |
543.89 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
2.99 |
| Rho: |
1.32 |
Quote data
| Open: |
1.53 |
| High: |
1.54 |
| Low: |
1.53 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.91% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+23.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.44 |
| 1M High / 1M Low: |
1.57 |
1.33 |
| 6M High / 6M Low: |
1.57 |
0.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.07% |
| Volatility 6M: |
|
93.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
