BNP Paribas Call 400 VACN 20.06.2025
/ DE000PC1MC26
BNP Paribas Call 400 VACN 20.06.2.../ DE000PC1MC26 /
| 08/10/2024 09:15:52 |
Chg.-0.080 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-11.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
0.17 |
| Time value: |
0.51 |
| Break-even: |
494.62 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
4.16 |
| Rho: |
1.50 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.48% |
| 1 Month |
|
|
+12.73% |
| 3 Months |
|
|
-57.53% |
| YTD |
|
|
-34.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.700 |
| 1M High / 1M Low: |
0.770 |
0.510 |
| 6M High / 6M Low: |
1.540 |
0.440 |
| High (YTD): |
09/07/2024 |
1.540 |
| Low (YTD): |
05/08/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.62% |
| Volatility 6M: |
|
138.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
