BNP Paribas Call 400 VACN 19.12.2025
/ DE000PC39CN6
BNP Paribas Call 400 VACN 19.12.2.../ DE000PC39CN6 /
| 17/09/2024 12:21:29 |
Chg.+0.030 |
Bid17/09/2024 |
Ask17/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+4.11% |
0.760
Bid Size: 26,811 |
0.770
Ask Size: 26,811 |
VAT GROUP N |
400.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.35 |
| Parity: |
0.01 |
| Time value: |
0.72 |
| Break-even: |
498.32 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.62 |
| Theta: |
-0.09 |
| Omega: |
3.62 |
| Rho: |
2.40 |
Quote data
| Open: |
0.730 |
| High: |
0.760 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
-50.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.700 |
| 1M High / 1M Low: |
1.030 |
0.670 |
| 6M High / 6M Low: |
1.670 |
0.650 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.34% |
| Volatility 6M: |
|
102.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
