BNP Paribas Call 400 VACN 19.12.2025
/ DE000PC39CN6
BNP Paribas Call 400 VACN 19.12.2.../ DE000PC39CN6 /
9/17/2024 12:21:29 PM |
Chg.+0.030 |
Bid9/17/2024 |
Ask9/17/2024 |
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 |
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: |
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: |
|
- |