BNP Paribas Call 400 VACN 20.06.2025
/ DE000PC1MC26
BNP Paribas Call 400 VACN 20.06.2.../ DE000PC1MC26 /
| 9/17/2024 12:21:28 PM |
Chg.+0.030 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
0.600
Bid Size: 34,591 |
0.610
Ask Size: 34,591 |
VAT GROUP N |
400.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1MC2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.35 |
| Parity: |
0.01 |
| Time value: |
0.57 |
| Break-even: |
483.32 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
4.38 |
| Rho: |
1.48 |
Quote data
| Open: |
0.570 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
-56.83% |
| YTD |
|
|
-36.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.870 |
0.510 |
| 6M High / 6M Low: |
1.540 |
0.500 |
| High (YTD): |
7/16/2024 |
1.540 |
| Low (YTD): |
8/2/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.09% |
| Volatility 6M: |
|
120.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
