BNP Paribas Call 400 VACN 20.06.2025
/ DE000PC1MC26
BNP Paribas Call 400 VACN 20.06.2.../ DE000PC1MC26 /
| 05/09/2024 14:21:31 |
Chg.-0.100 |
Bid14:49:41 |
Ask14:49:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-15.63% |
0.540
Bid Size: 33,855 |
0.550
Ask Size: 33,855 |
VAT GROUP N |
400.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.09 |
| Time value: |
0.57 |
| Break-even: |
492.36 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.62 |
| Theta: |
-0.11 |
| Omega: |
4.10 |
| Rho: |
1.62 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.93% |
| 1 Month |
|
|
+3.85% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
-42.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.640 |
| 1M High / 1M Low: |
0.870 |
0.520 |
| 6M High / 6M Low: |
1.540 |
0.500 |
| High (YTD): |
16/07/2024 |
1.540 |
| Low (YTD): |
02/08/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.44% |
| Volatility 6M: |
|
121.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
