BNP Paribas Call 400 VACN 19.12.2025
/ DE000PC39CN6
BNP Paribas Call 400 VACN 19.12.2.../ DE000PC39CN6 /
| 7/5/2024 3:21:23 PM |
Chg.+0.120 |
Bid5:19:42 PM |
Ask5:19:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+7.89% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
1.13 |
| Time value: |
0.48 |
| Break-even: |
572.96 |
| Moneyness: |
1.27 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
2.67 |
| Rho: |
3.92 |
Quote data
| Open: |
1.590 |
| High: |
1.640 |
| Low: |
1.590 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
+14.69% |
| 3 Months |
|
|
+16.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.520 |
| 1M High / 1M Low: |
1.640 |
1.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
