BNP Paribas Call 400 VACN 19.12.2025
/ DE000PC39CN6
BNP Paribas Call 400 VACN 19.12.2.../ DE000PC39CN6 /
14/08/2024 10:04:49 |
Chg.+0.010 |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+1.27% |
- Bid Size: - |
- Ask Size: - |
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: |
5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.35 |
Historic volatility: |
0.35 |
Parity: |
0.06 |
Time value: |
0.74 |
Break-even: |
500.74 |
Moneyness: |
1.01 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.64 |
Theta: |
-0.08 |
Omega: |
3.41 |
Rho: |
2.60 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
-48.39% |
3 Months |
|
|
-31.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.750 |
1M High / 1M Low: |
1.610 |
0.570 |
6M High / 6M Low: |
1.660 |
0.570 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.980 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.275 |
Avg. volume 6M: |
|
51.613 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.21% |
Volatility 6M: |
|
103.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |