BNP Paribas Call 400 VACN 19.09.2025
/ DE000PG42DP4
BNP Paribas Call 400 VACN 19.09.2.../ DE000PG42DP4 /
| 14/08/2024 16:21:06 |
Chg.+0.010 |
Bid17:04:46 |
Ask17:04:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
400.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
PG42DP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.35 |
| Parity: |
0.06 |
| Time value: |
0.67 |
| Break-even: |
493.74 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
3.68 |
| Rho: |
2.15 |
Quote data
| Open: |
0.740 |
| High: |
0.760 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.690 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| 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: |
|
- |
