BNP Paribas Call 380 VACN 20.12.2024
/ DE000PC23AC7
BNP Paribas Call 380 VACN 20.12.2.../ DE000PC23AC7 /
8/14/2024 4:21:22 PM |
Chg.+0.020 |
Bid5:04:45 PM |
Ask5:04:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+3.45% |
- Bid Size: - |
- Ask Size: - |
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: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.42 |
Historic volatility: |
0.35 |
Parity: |
0.27 |
Time value: |
0.32 |
Break-even: |
458.70 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.67 |
Theta: |
-0.17 |
Omega: |
4.84 |
Rho: |
0.79 |
Quote data
Open: |
0.600 |
High: |
0.630 |
Low: |
0.600 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
-59.18% |
3 Months |
|
|
-40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.550 |
1M High / 1M Low: |
1.580 |
0.440 |
6M High / 6M Low: |
1.580 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.793 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.125 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.98% |
Volatility 6M: |
|
132.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |