BNP Paribas Call 400 VACN 20.06.2.../  DE000PC1MC26  /

EUWAX
11/11/2024  09:18:10 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.280EUR +3.70% -
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: 13.76
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.36
Parity: -0.41
Time value: 0.28
Break-even: 454.20
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.43
Theta: -0.10
Omega: 5.92
Rho: 0.83
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.54%
3 Months
  -56.92%
YTD
  -70.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.630 0.240
6M High / 6M Low: 1.540 0.240
High (YTD): 09/07/2024 1.540
Low (YTD): 07/11/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.877
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.27%
Volatility 6M:   157.43%
Volatility 1Y:   -
Volatility 3Y:   -