BNP Paribas Call 400 VACN 19.09.2025
/ DE000PG42DP4
BNP Paribas Call 400 VACN 19.09.2.../ DE000PG42DP4 /
| 18/10/2024 09:34:23 |
Chg.0.000 |
Bid11:53:19 |
Ask11:53:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.420
Bid Size: 33,526 |
0.430
Ask Size: 33,526 |
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: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.37 |
| Parity: |
-0.37 |
| Time value: |
0.41 |
| Break-even: |
467.44 |
| Moneyness: |
0.91 |
| Premium: |
0.20 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.49 |
| Theta: |
-0.09 |
| Omega: |
4.68 |
| Rho: |
1.39 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.81% |
| 1 Month |
|
|
-35.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.410 |
| 1M High / 1M Low: |
0.840 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
