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: |
|
- |