BNP Paribas Call 420 VACN 20.12.2024
/ DE000PC23AB9
BNP Paribas Call 420 VACN 20.12.2.../ DE000PC23AB9 /
| 2024-11-12 4:21:28 PM |
Chg.-0.004 |
Bid5:08:09 PM |
Ask5:08:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
420.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC23AB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
-0.60 |
| Time value: |
0.05 |
| Break-even: |
452.64 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
3.48 |
| Spread abs.: |
0.03 |
| Spread %: |
131.82% |
| Delta: |
0.18 |
| Theta: |
-0.20 |
| Omega: |
13.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.018 |
| High: |
0.021 |
| Low: |
0.016 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-93.33% |
| 3 Months |
|
|
-95.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.014 |
| 1M High / 1M Low: |
0.280 |
0.014 |
| 6M High / 6M Low: |
1.240 |
0.014 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.79% |
| Volatility 6M: |
|
268.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
