BNP Paribas Call 400 VACN 19.12.2025
/ DE000PC39CN6
BNP Paribas Call 400 VACN 19.12.2.../ DE000PC39CN6 /
10/18/2024 1:21:24 PM |
Chg.+0.030 |
Bid1:44:12 PM |
Ask1:44:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+6.38% |
0.500 Bid Size: 29,285 |
0.510 Ask Size: 29,285 |
VAT GROUP N |
400.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC39CN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.37 |
Parity: |
-0.37 |
Time value: |
0.49 |
Break-even: |
475.44 |
Moneyness: |
0.91 |
Premium: |
0.22 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.52 |
Theta: |
-0.08 |
Omega: |
4.12 |
Rho: |
1.79 |
Quote data
Open: |
0.480 |
High: |
0.500 |
Low: |
0.480 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.21% |
1 Month |
|
|
-30.56% |
3 Months |
|
|
-57.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.470 |
1M High / 1M Low: |
0.920 |
0.470 |
6M High / 6M Low: |
1.670 |
0.470 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.32% |
Volatility 6M: |
|
118.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |